The Match of the Day host, 60, has revealed conversations have taken place with former professionals and BBC Sport colleagues Alan Shearer and Ian Wright.
It follows recent research that suggests ex-footballers are 3.5 times more likely to die from the illness than the general population.
Lineker and the sport as a whole has started to take the issue more seriously after England’s 1966 World Cup heroes Nobby Stiles, Jack Charlton, Martin Peters and Ray Wilson died from dementia.
“I’ve had conversations with Alan Shearer and Ian Wright and others about the worry that come 10, 15 years that it might happen to one of us. The odds suggest that it probably will,” said the former England and Tottenham striker.
“I have regular health checks, including the brain. So far everything is OK. I’ll have my triannual test this summer and ask if there’s anything they can establish around the brain, because I don’t see how, given the circumstances any footballer wouldn’t be worried about it.”
Bobby Charlton was diagnosed with the disease last year and former Leeds United defender Gordon McQueen confirmed he had it last week.
Lineker has also discussed limiting heading in the sport to help reduce the risk of brain damage for players.
“Do you want to take heading out of the game? No I don’t think so, but you can take heading out of training, or limit it massively,” Lineker added.
“If I had known what I know now, I would have certainly limited the amount of heading I did.
“The era of the 1966 players has made us really aware of this.”
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