Hyperlipidemia is a risk factor for dementia, and chronic consumption of a Western Diet (WD) is associated with cognitive impairment. However, the molecular mechanisms underlying the development of microvascular disease in the memory centers of the brain are poorly understood. This pilot study investigated the nutrigenomic pathways by which the WD regulates gene expression in hippocampal brain microvessels of female mice. Five-week-old female low-density lipoprotein receptor deficient (LDL-R−/−) and C57BL/6J wild type (WT) mice were fed a chow or WD for 8 weeks. Metabolics for lipids, glucose and insulin were determined. Differential gene expression, gene networks and pathways, transcription factors, and non-protein coding RNAs were evaluated by genome-wide microarray and bioinformatics analysis of laser captured hippocampal microvessels. The WD resulted in differential expression of 2,412 genes. The majority of differential gene expression was attributable to differential regulation of cell signaling proteins and their transcription factors, approximately 7% was attributable to differential expression of miRNAs, and a lesser proportion was due to other non-protein coding RNAs, primarily long non-coding RNAs (lncRNAs) and small nucleolar RNAs (snoRNAs) not previously described to be modified by the WD in females. Our findings revealed that chronic consumption of the WD resulted in integrated multilevel molecular regulation of the hippocampal microvasculature of female mice and may provide one of the mechanisms underlying vascular dementia.