This study aimed to investigate the role of cardiovascular health (CVH) and vascular events as potential contributors to socioeconomic inequalities in dementia using causal mediation analyses. We used data from the Three-City Cohort, a French population-based study with 12 years of follow-up, with active search of dementia cases and validated diagnosis. Individual socioeconomic status was assessed using education, occupation and income. A CVH score as defined by the American Heart Association and incident vascular events were considered separately as mediators. We performed multi-level Cox proportional and Aalen additive hazard regression models to estimate the total effects of socioeconomic status on dementia risk. To estimate natural direct and indirect effects through CVH and vascular events, we applied two distinct weighting methods to quantify the role of CVH and vascular events: Inverse Odds Ratio Weighting (IORW) and Marginal Structural Models (MSM) respectively. Among 5581 participants, the risk of dementia was higher among participants with primary education (HR 1.60, 95%CI 1.44–1.78), blue-collar workers (HR 1.62, 95%CI 1.43–1.84) and with lower income (HR 1.23, 95%CI 1.09–1.29). Using additive models, 571 (95% CI 288–782) and 634 (95% CI 246–1020) additional cases of dementia per 100 000 person and year were estimated for primary education and blue-collar occupation, respectively. Using IORW, the CVH score mediate the relationship between education or income, and dementia (proportion mediated 17% and 26%, respectively). Yet, considering vascular events as mediator, MSM generated indirect effects that were smaller and more imprecise. Socioeconomic inequalities in dementia risk were observed but marginally explained by CVH or vascular events mediators.