Optical coherence tomography angiography (OCT-A) allows the detection of retinal vessel density (VD) loss, which is a reflection of brain vascular pathology. We aimed to investigate differences in macular VD in the superficial plexus in a large cohort of individuals cognitively unimpaired (CU), with mild cognitive impairment due to Alzheimer´s disease (MCI-AD), MCI due to cerebrovascular pathology (MCI-Va), probable Alzheimer´s disease dementia (ADD) and Vascular Dementia (VaD). Clinical, demographical, ophthalmological and OCT-A data from the Neuro-ophthalmology Research at Fundació ACE (NORFACE) project were analyzed. Differences of macular VD in four quadrants (superior, nasal, inferior and temporal) among the five diagnostic groups were assessed in a multivariate regression model, adjusted by age, sex, education, hypertension, diabetes mellitus, heart disease and stroke. The study cohort comprised 672 participants: 128 CU, 120 MCI-AD, 111 MCI-Va, 257 ADD and 56 VaD. Regression analysis showed a significantly higher VD in the temporal quadrant in MCI-AD compared to CU participants (49.05 ± 4.91 vs 47.27 ± 4.17, p = 0.02, d = 0.40), and a significantly lower VD in the inferior quadrant in MCI-Va compared to CU participants (48.70 ± 6.57 vs 51.27 ± 6.39, p = 0.02, d = 0.40). Individuals with heart disease presented significantly lower VD in the inferior quadrant than those without (p = 0.01). The interaction of sex and diagnosis had no effect in differentiating VD. Mini-Mental State Examination (MMSE) scores were not correlated to VD (all r < 0.16; p > 0.07). In conclusion, our study showed that the MCI-AD and MCI-Va groups had significant differences in macular VD in opposite directions in the temporal and inferior quadrants, respectively, compared to CU participants, suggesting that macular VD might be able to differentiate two pathogenic pathways (AD- and cerebrovascular-related) in early stages of cognitive decline.