Women with HIV are vulnerable to cognitive dysfunction compared to male counterparts. Genetic factors have not been widely examined as a contributor to cognitive dysfunction in HIV+ women. The goal of this study was to examine cognitive function in relation to Apolipoprotein E (APOE) genotype in HIV+ and HIV- women. A total of 714 women from the Women’s Interagency HIV Study (WIHS) (68.9% HIV+, 32.9% ε4+) had both longitudinal cognitive data over three visits and APOE genotyping available for analysis. We found there was no main effect of APOE genotype on any cognitive domain. We found a significant interactive effect of HIV, APOE and time on global cognition, driven by small negative effects of the APOE ε4 allele in the HIV- control group. Finally, we found that in HIV+ women, there was a significant interactive effect between APOE and age on executive functioning, global cognition, motor skills, and processing speed, such that older HIV+ ε4+ women performed worse than older HIV+ ε4- women. In contrast, there was no main effect of APOE ε4 carrier status on any cognitive domain in younger HIV+ women or either age group of HIV- controls. Overall, the current findings suggest that APOE genotype may be an age-related risk factor for cognitive dysfunction in HIV+ women.