Alzheimer's disease (AD) is the prevalent cause of dementia in the ageing world population. Apolipoprotein E4 (ApoE4) allele is the key genetic risk factor for AD, although the mechanisms linking APOE4 with neurocognitive impairments and aberrant metabolism remains to be fully characterised. We discovered significantly increase in the ApoE4 contents of serum exosomes in old healthy subjects and AD patients carrying ApoE4 allele as compared with adult healthy subjects. Elevated exosomal ApoE4 demonstrated significant inverse correlation with serum thyroid hormones level and cognitive function. We analysed effects of ApoE4 in peripheral exosomes on the neurological disorders in aged or thyroidectomied young mice. Ageing-associated hypothyroidism as well as acute thyreoidectomy augmented transport of liver-derived ApoE4 reach exosomes into the brain, where ApoE4 activates NLRP3 inflammasome by increasing cholesterol level in neural cells. This, in turn, affects cognition, locomotion and mood. Our study reveals pathological potential of exosomes-mediated relocation of ApoE4 from the periphery to the brain, which process can represent potential therapeutic target.