The military population face a unique set of risk factors that may increase the risk of being diagnosed with dementia. Traumatic brain injury (TBI) and post-traumatic stress disorder (PTSD) have a higher prevalence in this group in comparison to the civilian population. By delving into the individual relationships between TBI and dementia, and PTSD and dementia, we are able to better explore dementia in the military and veteran populations. While there are some inconsistencies in results, the TBI-dementia association has become more widely accepted. Moderate-to-severe TBI has been found to increase the risk of being diagnosed with Alzheimer’s disease. A correlation between PTSD and dementia has been established, however, whether or not it is a causal relationship remains unclear. Factors such as blast, combat and chemical exposure may occur during a deployment, along with TBI and/or PTSD diagnosis, and can impact the risk of dementia. However, there is a lack of literature exploring the direct effects of deployment on dementia risk. Sleep problems have been observed to occur in those following TBI, PTSD and deployment. Poor sleep has been associated with possible dementia risk. Although limited studies have focused on the link between sleep and dementia in military and veteran populations, sleep is a valuable factor to study due to its association and interconnection with other military/veteran factors. This review aims to inform of various risk factors to the cognitive health of military members and veterans: TBI, PTSD, deployment, and sleep.