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Abstract Background Air pollution is a potentially modifiable risk factor for dementia with a population attributable risk fraction of 3%. Little is known about the causal mechanisms behind the association, so we aimed to investigate this. Methods Data from the UK Biobank were used to investigate the association between six measures of air pollution (NO 2 , NO x , PM 2·5-10 , PM 2·5 , PM 2·5 absorbance and PM 10 ) and dementia incidence. Indirect pathways through four mediators (cardiovascular conditions, mental health treatment, insufficient exercise and social isolation) were explored. Logistic regression was used to model the associations between air pollution, mediators and dementia. Casual mediation analysis implemented using the g-formula was used to investigate the joint indirect effect through the mediators. Findings Exposure to the highest quintile of PM 2·5 (Rte:1·14, 95% CI:1·06-1·23), NO x (Rte:1·11, 95% CI:1·03-1·20) or NO 2 (Rte:1·08, 95% CI:0·99-1·16), compared to the lowest quintile, was associated with higher dementia risk. Most of the observed association resulted from the direct effect of air pollution, consisting of pathways not captured through considered mediators. Amongst those in the highest PM 2·5 quintile, jointly intervening on the four mediators would result in a 1% reduction in risk of dementia (Rpnie:1·01, 95% CI: 1·01-1·02). The randomised pure natural indirect effect was similar for NO 2 (Rpnie:1·01, 95% CI: 1·00-1·01) and NO x (Rpnie:1·01, 95% CI: 1·01-1·02). Interpretation Most of the association between dementia and PM 2·5 , NO 2 and NO x occurs through the direct effect of air pollution, or other unmeasured mediators, and not pathways through these four mediators. Funding Medical Research Council (Grant MR/W006774/1).