Dementia is a complex syndrome that is caused by multifaceted neurodegenerative disorders and cerebrovascular diseases, which refers to cognitive loss. The common dementia disorders include Alzheimer’s disease (AD), dementia with Lewy bodies (DLB), frontotemporal dementia (FTD), Parkinson’s disease (PD), limbic-predominant age-related TDP-43 encephalopathy (LATE), and vascular dementia. Modern research shows that dementia often exhibits as the coexistence of multiple protein pathologies (cerebral multimorbidity), which further increases the complexity of disease diagnosis and treatment. Current conventional clinical therapies, such as cholinesterase inhibitors, NMDA receptor antagonists, and monoclonal antibodies, have been indicated to slow the progression of the disease. However, those therapies are also concerning due to their limited efficacy and ignorable side effects. Nowadays, marine natural products have become a trendy hot spot with the development of gathering and exploration technology. In this article, we systematically reviewed the recent advances in the treatment, prevention, and diagnosis of dementia, especially Alzheimer’s disease, through the application of marine natural products, including marine-derived alkaloids, marine polyunsaturated fatty acids, astaxanthin, and fucoidan. The development of the exploration of marine biological resources reveals its considerable potential in the discovery of new anti-dementia natural medicines. And it is also expected to provide a safer and effective multi-target intervention strategy for dementia and also open a new direction for precision medicine and drug development for neurodegenerative diseases.