Background: It is increasingly evident that high blood pressure can promote reduction in global and regional brain volumes. While these effects may preferentially affect the hippocampus, reports are inconsistent. Methods: Using data from the Alzheimer’s Disease Neuroimaging Initiative (ADNI), we examined the relationships of hippocampal volume to pulse pressure (PPR) and systolic (SBP) and diastolic (DBP) blood pressure according to apolipoprotein (APOE) ɛ4 positivity and cognitive status. The ADNI data included 1,308 participants: Alzheimer disease (AD = 237), late mild cognitive impairment (LMCI = 454), early mild cognitive impairment (EMCI = 254), and cognitively normal (CN = 365), with up to 24 months of follow-up. Results: Higher quartiles of PPR were significantly associated with lower hippocampal volumes (Q1 vs. Q4, p = 0.034) in the CN and AD groups, but with increasing hippocampal volume (Q1, p = 0.008; Q2, p = 0.020; Q3, p = 0.017; Q4 = reference) in the MCI groups. In adjusted stratified analyses among non-APOE ɛ4 carriers, the effects in the CN (Q1 vs. Q4, p = 0.006) and EMCI groups (Q1, p = 0.002; Q2, p = 0.013; Q3, p = 0.002; Q4 = reference) remained statistically significant. Also, higher DBP was significantly associated with higher hippocampal volume (p = 0.002) while higher SBP was significantly associated with decreasing hippocampal volume in the EMCI group (p = 0.015). Conclusion: Changes in PPR, SBP, and DBP differentially influenced hippocampal volumes depending on the cognitive and APOE genotypic categories.