Introduction The rising burden of dementia is a global concern, and there is a need to study its causes, natural history and outcomes. The Secure Anonymised Information Linkage (SAIL) Databank contains anonymised, routinely-collected healthcare data for the population of Wales, UK. It has potential to be a valuable resource for dementia research owing to its size, long follow-up time and prospective collection of data during clinical care. Objectives We aimed to apply reproducible methods to create the SAIL dementia e-cohort (SAIL-DeC). We created SAIL-DeC with a view to maximising its utility for a broad range of research questions whilst minimising duplication of effort for researchers. Methods SAIL contains individual-level, linked primary care, hospital admission, mortality and demographic data. Data are currently available until 2018 and future updates will extend participant follow-up time. We included participants who were born between 1st January 1900 and 1st January 1958 and for whom primary care data were available. We applied algorithms consisting of International Classification of Diseases (versions 9 and 10) and Read (version 2) codes to identify participants with and without all-cause dementia and dementia subtypes. We also created derived variables for comorbidities and risk factors. Results From 4.4 million unique participants in SAIL, 1.2 million met the cohort inclusion criteria, resulting in 18.8 million person-years of follow-up. Of these, 129,650 (10%) developed all-cause dementia, with 77,978 (60%) having dementia subtype codes. Alzheimer’s disease was the most common subtype diagnosis (62%). Among the dementia cases, the median duration of observation time was 14 years. Conclusions We have created a generalisable, national dementia e-cohort, aimed at facilitating epidemiological dementia research.