Some neurodegenerative diseases may be characterized by continuing behavioral and cognitive dysfunction that encompasses memory loss and/or apathy. Alzheimer's disease is the most typical type of such neurodegenerative diseases that are characterized by deficits of cognition and alterations of behavior. Despite the huge efforts against Alzheimer's disease, there has yet been no successful treatment for this disease. Interestingly, several possible risk genes for cognitive dysfunction are frequently expressed within brain cells, which may also be linked to cholesterol metabolism, lipid transport, exosomes, and/or caveolae formation, suggesting that caveolae may be a therapeutic target for cognitive dysfunctions. Interestingly, the modulation of autophagy/mitophagy with the alteration of glucagon-like peptide-1 (GLP-1) and N-methyl-d-aspartate (NMDA) receptor signaling may offer a novel approach to preventing and alleviating cognitive dysfunction. A paradigm showing that both GLP-1 and NMDA receptors at caveolae sites may be promising and crucial targets for the treatment of cognitive dysfunctions has been presented here, which may also be able to modify the progression of Alzheimer's disease. This research direction may create the potential to move clinical care toward disease-modifying treatment strategies with maximal benefits for patients without detrimental adverse events for neurodegenerative diseases.