Late onset Alzheimer's disease (AD) is a multifactorial disorder, with AD risk influenced by both environmental and genetic factors. Recent genome-wide association studies (GWAS) have identified genetic loci associated with increased risk of developing AD. The MS4A (membrane-spanning 4-domains subfamily A) gene cluster is one of the most significant loci associated with AD risk, and MS4A6A expression is correlated with AD pathology. We identified a single nucleotide polymorphism, rs667897, at the MS4A locus that creates an antioxidant response element and links MS4A6A expression to the stress responsive Cap-n-Collar (CNC) transcription factors NRF1 (encoded by NFE2L1) and NRF2 (encoded by NFE2L2). The risk allele of rs667897 generates a strong CNC binding sequence that is activated by proteostatic stress in an NRF1-dependent manner, and is associated with increased expression of the gene MS4A6A. Together, these findings suggest that the cytoprotective CNC regulatory network aberrantly activates MS4A6A expression and increases AD risk in a subset of the population.