Anorexia nervosa is the leading cause of mortality among psychiatric disorders worldwide. Currently no medications are approved for anorexia nervosa treatment, and thus, identification of risk factors for this disorder is pivotal to improve patient outcomes. We used models of genetically imputed expression and splicing from 17 tissues (two blood and fifteen brain regions), leveraging mRNA, protein, and mRNA alternative splicing weights to identify genes, proteins, and transcripts, respectively, associated with anorexia nervosa risk. We uncovered 134 genes for which genetically predicted mRNA expression was associated with anorexia nervosa after multiple-testing correction, as well as four proteins and 16 alternatively spliced transcripts. Conditional analysis of these significantly associated genes on other proximal association signals resulted in 97 genes independently associated with anorexia nervosa. Moreover, probabilistic finemapping further refined these associations and prioritised putative causal genes. The gene WDR6, for which increased genetically predicted mRNA expression was correlated with anorexia, was strongly supported by both conditional analyses and finemapping. Pathway analysis of genes revealed by finemapping identified regulation of immune system process (overlapping genes = MST1, TREX1, PRKAR2A, PROS1) as statistically overrepresented. In summary, we leveraged multiomic datasets to genetically prioritise novel risk genes for anorexia nervosa that warrant further exploration.