SummaryThe biological mechanisms through which most non-protein-coding genetic variants affect disease risk are unknown. To investigate the gene-regulatory cascades that ensue from these variants, we mapped blood gene expression and splicing quantitative trait loci (QTLs) through bulk RNA-sequencing in 4,732 participants, and integrated these data with protein, metabolite and lipid QTLs in the same individuals. We identifiedcis-QTLs for the expression of 17,233 genes and 29,514 splicing events (in 6,853 genes). Using colocalization analysis, we identified 3,430 proteomic and metabolomic traits with a shared association signal with either gene expression or splicing. We quantified the relative contribution of the genetic effects at loci with shared etiology through statistical mediation, observing 222 molecular phenotypes significantly mediated by gene expression or splicing. We uncovered gene-regulatory mechanisms at GWAS disease loci with therapeutic implications, such asWARS1in hypertension,IL7Rin dermatitis andIFNAR2in COVID-19. Our study provides an open-access and interactive resource of the shared genetic etiology across transcriptional phenotypes, molecular traits and health outcomes in humans (https://IntervalRNA.org.uk).