We investigated relations between amyloid-β (Aβ) status, apolipoprotein E (APOE) ε4, and cognition, with cerebrospinal fluid markers of neurogranin (Ng), neurofilament light (NFL), YKL-40, and total tau (T-tau). We included 770 individuals with normal cognition, mild cognitive impairment, and Alzheimer's disease (AD)-type dementia from the EMIF-AD Multimodal Biomarker Discovery study. We tested the association of Ng, NFL, YKL-40, and T-tau with Aβ status (Aβ− vs. Aβ+), clinical diagnosis APOE ε4 carriership, baseline cognition, and change in cognition. Ng and T-tau distinguished between Aβ+ from Aβ− individuals in each clinical group, whereas NFL and YKL-40 were associated with Aβ+ in nondemented individuals only. APOE ε4 carriership did not influence NFL, Ng, and YKL-40 in Aβ+ individuals. NFL was the best predictor of cognitive decline in Aβ+ individuals across the cognitive spectrum. Axonal degeneration, synaptic dysfunction, astroglial activation, and altered tau metabolism are involved already in preclinical AD. NFL may be a useful prognostic marker.