The mechanisms of incomplete penetrance of risk-modifying impacts of apolipoprotein E (APOE) ε2 and ε4 alleles on Alzheimer’s disease (AD) have not been fully understood. We performed genome-wide analysis of differences in linkage disequilibrium (LD) patterns between 6,136 AD-affected and 10,555 AD-unaffected subjects from five independent studies to explore whether the association of the APOE ε2 allele (encoded by rs7412 polymorphism) and ε4 allele (encoded by rs429358 polymorphism) with AD was modulated by autosomal polymorphisms. The LD analysis identified 24 (mostly inter-chromosomal) and 57 (primarily intra-chromosomal) autosomal polymorphisms with significant differences in LD with either rs7412 or rs429358, respectively, between AD-affected and AD-unaffected subjects, indicating their potential modulatory roles. Our Cox regression analysis showed that minor alleles of four inter-chromosomal and ten intra-chromosomal polymorphisms exerted significant modulating effects on the ε2- and ε4-associated AD risks, respectively, and identified ε2-independent (rs2884183 polymorphism, 11q22.3) and ε4-independent (rs483082 polymorphism, 19q13.32) associations with AD. Our functional analysis highlighted ε2- and/or ε4-linked processes affecting the lipid and lipoprotein metabolism and cell junction organization which may contribute to AD pathogenesis. These findings provide insights into the ε2- and ε4-associated mechanisms of AD pathogenesis, underlying their incomplete penetrance.