Background Women are subject to a disproportionate burden from Alzheimer's disease (AD) and sex differences exist in treatment response and prognosis of the disease. Yet gender-specific risk factors have not been widely studied. We aimed to investigate gender-specific risk factors for AD in subjects with mild cognitive impairment (MCI). Methods Participants (n = 294) with MCI were recruited from a nationwide, prospective cohort study of dementia and were followed for a median (range) of 13.8 (6.0-36.0) months. Sex-stratified associations of progression to AD with baseline characteristics were explored. Results Seventy-four individuals (25.2%) developed incident dementia (67 AD) during follow-up. Significant risk factors for probable AD differed by sex. In men, the significant risk factors were severe periventricular white matter hyperintensities, and poorer global cognitive function. In women, older age, clinically significant depressive symptoms at baseline, and positive APOE ε4 alleles were the significant risk factors. Conclusions Risk factors for progression from MCI to probable AD differed in men and women. These results may translate to gender-specific preventative or therapeutic strategies for patients with MCI.