Mechanisms underlying the protective effect of apolipoprotein E (APOE) ε2 against Alzheimer disease (AD) are not well understood. We analyzed gene expression data derived from autopsied brains donated by 982 individuals including 135 APOE ɛ2/ɛ3 carriers. Complement pathway genes C4A and C4B were among the most significantly differentially expressed genes between ɛ2/ɛ3 AD cases and controls. We also identified an APOE ε2/ε3 AD-specific co-expression network enriched for astrocytes, oligodendrocytes and oligodendrocyte progenitor cells containing the genes C4A, C4B, and HSPA2. These genes were significantly associated with the ratio of phosphorylated tau at position 231 to total Tau but not with amyloid-β 42 level, suggesting this APOE ɛ2 related co-expression network may primarily be involved with tau pathology. HSPA2 expression was oligodendrocyte-specific and significantly associated with C4B protein. Our findings provide the first evidence of a crucial role of the complement pathway in the protective effect of APOE ε2 for AD.