Background: The correlation between Alzheimer's disease (AD) and the glucose-triglyceride (TyG) index remains undetermined. Objective: This study aimed to investigate the relationship between the TyG index and AD, as well as the relationship between the TyG index and cerebrospinal fluid (CSF) AD biomarkers and cognition. Methods: Six hundred twenty-eight non-dementia participants were included. The TyG index, pathological markers, and cognitive measures were studied using multiple linear regression. Also calculated using a multivariate Cox regression model were the hazard ratio (HR) and its 95% confidence interval (CI). Ten thousand bootstrap iterative causal mediation analyses were performed to investigate the potential mediating effect of AD pathology on cognition. Results: The TyG index was linked to CSF AD biomarkers (βAβ42 = 0.880; βTau = −0.674; βpTau = −0.884; βAβ42/pTau = 1.764; βAβ42/Tau = 1.554; βpTau/Tau = −0.210) and cognitive measurements (βMEM = 0.570; βEF = 0.535; βADAS11 = −0.789). Mediation analysis revealed that the TyG index may influence cognition via CSF AD biomarkers, including Aβ42, tau, and pTau. Furthermore, each 1-unit increase in TyG index was associated with a 29.5% reduction in the risk of incident AD. Conclusions: A delayed rate of cognitive decline and a reduced risk of AD were found to be correlated with higher levels of the TyG index, but this does not mean increasing TyG index levels is beneficial for health. Through AD pathology, the TyG index may influence AD and cognitive changes.