Alzheimer’s disease (AD) is the most common neurodegenerative disease, with a complex genetic background. Apart from rare, familial cases, a combination of multiple risk loci contributes to the susceptibility of the disease. Genome-wide association studies (GWAS) have identified numerous AD risk loci. Changes in cerebrospinal fluid (CSF) biomarkers and imaging techniques can detect AD-related brain changes before the onset of clinical symptoms, even in the presence of preclinical mild cognitive impairment. In this study, we aimed to assess the associations between SNPs in well-established GWAS AD risk loci and CSF biomarker levels or cognitive test results in Slovenian patients with cognitive decline. The study included 82 AD patients, 28 MCI patients with pathological CSF biomarker levels and 35 MCI patients with normal CSF biomarker levels. Carriers of at least one polymorphic TOMM40 rs157581 C allele had lower Aβ42 (p = 0.033) and higher total tau (p = 0.032) and p-tau181 levels (p = 0.034). Carriers of at least one polymorphic T allele in SORCS1 rs1358030 had lower total tau (p = 0.019), while polymorphic SORCS1 rs1416406 allele was associated with lower total tau (p = 0.013) and p-tau181 (p = 0.036). In addition, carriers of at least one polymorphic T allele in BCHE rs1803274 had lower cognitive test scores (p = 0.029). The study findings may contribute to the identification of genetic markers associated with AD and MCI and provide insights into early disease diagnostics.