The risk for Alzheimer’s disease (AD) is associated with the presence of the 𝜀4 allele of Apolipoprotein E (APOE) gene and, recently, with a novel genetic variant of the RNF219 gene. This study aimed at evaluating interactions between APOE-𝜀4 and RNF219/G variants in the modulation of behavioral and cognitive features of two cohorts of patients suffering from mild cognitive impairment (MCI) or AD. We enrolled a total of 173 female MCI or AD patients (83 MCI; 90 AD). Subjects were screened with a comprehensive set of neuropsychological evaluations and genotyped for the APOE and RNF219 polymorphic variants. Analysis of covariance was performed to assess the main and interaction effects of APOE and RNF219 genotypes on the cognitive and behavioral scores. The analysis revealed that the simultaneous presence of APOE-𝜀4 and RNF219/G variants results in significant effects on specific neuropsychiatric scores in MCI and AD patients. In MCI patients, RNF219 and APOE variants worked together to impact the levels of anxiety negatively. Similarly, in AD patients, the RNF219 variants were found to be associated with increased anxiety levels. Our data indicate a novel synergistic activity APOE and RNF219 in the modulation of behavioral traits of female MCI and AD patients.