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Tumor necrosis factor-receptor 1 (TNF-R1)-mediated signaling is critical to the regulation of inflammatory responses. TNF-R1 can be proteolytically released into systemic blood circulation in a soluble form (sTNF-R1), where it binds to circulating TNF and functions to attenuate TNF-mediated inflammation. Increases of peripheral sTNF-R1 have been reported in both Alzheimer’s disease (AD) dementia and vascular dementia (VaD). However, the status of sTNF-R1 in predementia subjects (cognitive impairment, no dementia, CIND) is unknown, and putative associations with cerebral small vessel disease (CSVD), as well as with longitudinal changes in cognitive functions are unclear. We measured baseline serum sTNF-R1 in a longitudinally assessed cohort of 93 controls and 103 CIND, along with neuropsychological evaluations and neuroimaging assessments. Serum sTNF-R1 levels were increased in CIND compared with controls (<i>p</i> < 0.001). Higher baseline sTNF-R1 levels were specifically associated with lacunar infarcts (rate ratio = 6.91, 95% CI 3.19–14.96, <i>p</i> < 0.001), as well as lower rates of cognitive decline in the CIND subgroup. Our data suggest that sTNF-R1 interacts with vascular cognitive impairment in a complex manner at predementia stages, with elevated levels associated with more severe CSVD at baseline, but which may subsequently be protective against cognitive decline.