INTRODUCTION Alzheimer's disease (AD) is increasing in the Caribbean, especially for persons of African ancestry (PAA) and women. However, studies have mostly utilized surveys without AD biomarkers. METHODS In the Tobago Health Study (n = 309; 109 women, mean age 70.3 ± 6.6), we assessed sex differences and risk factors for serum levels of phosphorylated tau‐181 (p‐tau181), amyloid‐beta (Aβ)42/40 ratio, glial fibrillary acidic protein (GFAP), and neurofilament light chain (NfL). Blood samples were from 2010 to 2013 for men and from 2019 to 2023 for women. RESULTS Women were more obese, hypertensive, and sedentary but reported less smoking and alcohol use than men (age‐adjusted p < 0.04). Compared to men, women had worse levels of AD biomarkers, with higher p‐tau181 and lower Aβ42/40, independent of covariates (p < 0.001). In sex‐stratified analyses, higher p‐tau181 was associated with older age in women and with hypertension in men. GFAP and NfL did not differ by sex. DISCUSSION Women had worse AD biomarkers than men, unexplained by age, cardiometabolic diseases, or lifestyle. Studying risk factors for AD in PAA is warranted, especially for women earlier in life.