Neuroticism is a fundamental personality trait with significant genetic determinant. To identify novel susceptibility genes for neuroticism, we conducted an integrative analysis of genomic and transcriptomic data of genome wide association study (GWAS) and expression quantitative trait locus (eQTL) study. GWAS summary data was driven from published studies of neuroticism, totally involving 170,906 subjects. eQTL dataset containing 927,753 eQTLs were obtained from an eQTL meta-analysis of 5311 samples. Integrative analysis of GWAS and eQTL data was conducted by summary data–based Mendelian randomization (SMR) analysis software. To identify neuroticism associated gene sets, the SMR analysis results were further subjected to gene set enrichment analysis (GSEA). The gene set annotation dataset (containing 13,311 annotated gene sets) of GSEA Molecular Signatures Database was used. SMR single gene analysis identified 6 significant genes for neuroticism, including MSRA (p value = 2.27 × 10− 10), MGC57346 (p value = 6.92 × 10− 7), BLK (p value = 1.01 × 10− 6), XKR6 (p value = 1.11 × 10− 6), C17ORF69 (p value = 1.12 × 10− 6) and KIAA1267 (p value = 4.00 × 10− 6). Gene set enrichment analysis observed significant association for Chr8p23 gene set (false discovery rate = 0.033). Our results provide novel clues for the genetic mechanism studies of neuroticism.