Apolipoprotein E (APOE), a gene identified as one of the strongest genetic factors contributing to the risk determinant of developing late-onset Alzheimer's disease (AD), may also contribute to the risk of cancer. However, no pan-cancer analysis has been conducted specifically for the APOE gene. In this study, we investigated the oncogenic role of the APOE gene across cancers by GEO (Gene Expression Omnibus) and TCGA (The Cancer Genome Atlas). Based on the available data, we found that most cancer types overexpress APOE, and clear associations exist between the expression level of APOE and prognosis in tumor patients. The expression of APOE also correlates with certain gender-associated tumors including, ovarian cancer, uterine carcinosarcoma, and breast cancer. However, there is a significant negative association between cancer-associated fibroblast infiltration levels and the expression level of APOE in testicular germ cell tumors. Moreover, acute inflammatory response and protein-activation cascade-associated functions play an important role in the functional mechanisms of APOE. The present pan-cancer analysis of APOE shows that the protein phosphorylation, DNA methylation, and genetic alterations of APOE have a significant clinical relevance for survival prognosis and immune cell infiltration. This novel pan-cancer study outlines the current understanding of APOE oncogenic roles across thirty-three cancers and highlights the complex association between AD and cancers.