Structured security logs are critical for detecting advanced persistent threats (APTs). Large language models (LLMs) struggle in this domain due to limited context and domain mismatch. We propose \textbf{DM-RAG}, a dual-memory retrieval-augmented generation framework for structured log analysis. It integrates a short-term memory buffer for recent summaries and a long-term FAISS-indexed memory for historical patterns. An instruction-tuned Phi-4-mini processes the combined context and outputs structured predictions. Bayesian fusion promotes reliable persistence into memory. On the UNSW-NB15 dataset, DM-RAG achieves 53.64% accuracy and 98.70% recall, surpassing fine-tuned and RAG baselines in recall. The architecture is lightweight, interpretable, and scalable, enabling real-time threat monitoring without extra corpora or heavy tuning.