The team found that people who have been single throughout life have a 42 percent higher risk of suffering from dementia than those who are married.
They base their findings on data from 15 relevant studies published up to the end of 2016. Such associations were not identified among those who had divorced their partners, even though this may partially be down to the smaller numbers of people of this status involved in the studies.
The widowed were 20 per cent more likely to develop dementia than married people.
Part of this risk might be explained by poorer physical health among lifelong single people, suggest the researchers.
Those who are widowed may have a 20 percent higher risk.
Combining data from 15 studies - which looked at more than 812,000 people from around the world - researchers in the United Kingdom compared people who were divorced, widowed or never married with people who were married.
The researchers pointed out that bereavement possibly boosted stress levels, which are related to impaired nerve signaling as well as cognitive abilities.
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And loneliness doesn't just increase your risk of dementia, it can make the condition harder to cope with for those diagnosed with it. Dr Doug Brown, director of research at the Alzheimer's Society, told BBC News that loneliness is a big issue amongst sufferers of dementia.
These findings are based on observational studies so no firm conclusions about cause and effect can be drawn, and the researchers point to several caveats, including the design of some of the included studies, and the lack of information on the duration of widowhood or divorce.
More research is also needed to understand what the unwed and widowed can do to reduce their risk of dementia.
This is because marriage helps both the partners in a wedlock to lead a healthier lifestyle, including exercising more, eating a healthy diet, smoking and drinking less, all of which have been associated with the persistence of a reduced risk of dementia.
Dr Laura Phipps, from Alzheimer's Research UK, said: "There is compelling research showing married people generally live longer and enjoy better health, with many different factors likely to be contributing to that link".
This isn't the first time a study has shown that having close relationships can decrease the risk of dementia. An accompanying editorial to the study by researchers from the National University of Singapore and the Chinese University of Hong Kong add that sexual activity has also been associated with better cognitive functions and that single people may have less sex.
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