Background: The aim of this cross-sectional study was to assess the dementia literacy of community-dwelling adults in four cities (Hong Kong, Guangzhou, Macau, and Zhuhai) of the Greater Bay Area of China, and to determine their mass media preferences for receiving dementia information. Methods: The survey was completed by 787 community-dwelling adults. Dementia literacy was indirectly measured using two validated scales—the 30-item Alzheimer’s Disease Knowledge Scale and the 20-item Dementia Attitude Scale (DAS). Participants were also asked to indicate whether they wanted to receive dementia information via digital or traditional media. Chi-square tests, logistic regressions, and MANOVA analyses were conducted. Results: Unemployed or retired people had poor attitudes towards dementia and lower levels of knowledge about dementia. Single, cohabiting, or divorced people in Hong Kong and Macau had lower DAS scores than married people. Young people and those with a secondary education preferred to get their dementia information from social media. People with a tertiary education and employed people enjoyed searching government or hospital websites for information. Middle-aged, unemployed, or retired people tended to learn about dementia from television or radio. Conclusion: It is worth educating the public about dementia and developing strategies consistent with their preferences for types of mass media.