Selenoprotein P, a selenium-transporter protein, has been hypothesized to play a role in the etiology of neurodegenerative diseases such as amyotrophic lateral sclerosis (ALS) and Alzheimer’s dementia (AD). However, data in humans are scarce and largely confined to autoptic samples. In this case–control study, we determined selenoprotein P concentrations in both the cerebrospinal fluid (CSF) and the serum of 50 individuals diagnosed with ALS, 30 with AD, 54 with mild cognitive impairment (MCI) and of 30 controls, using sandwich enzyme-linked immunosorbent assay (ELISA) methods. We found a positive and generally linear association between CSF and serum selenoprotein P concentrations in all groups. CSF selenoprotein P and biomarkers of neurodegeneration were positively associated in AD, while for MCI, we found an inverted-U-shaped relation. CSF selenoprotein P concentrations were higher in AD and MCI than in ALS and controls, while in serum, the highest concentrations were found in MCI and ALS. Logistic and cubic spline regression analyses showed an inverse association between CSF selenoprotein P levels and ALS risk, and a positive association for AD risk, while an inverted-U-shaped relation with MCI risk emerged. Conversely, serum selenoprotein P concentrations were positively associated with risk of all conditions but only in their lower range. Overall, these findings indicate some abnormalities of selenoprotein P concentrations in both the central nervous system and blood associated with ALS and neurocognitive disorders, though in different directions. These alterations may reflect either phenomena of etiologic relevance or disease-induced alterations of nutritional and metabolic status.