Major depression disorder (MDD) is a complex and chronic disease that ranks fourth as cause of disability worldwide. About 14 million adults in the USA are believed to have MDD, and an estimated 75 % attempt suicide making MDD a major public health problem. Neuroticism has been recognized as an endophenotype of MDD; however, few genome-wide association (GWA) analyses of neuroticism as a quantitative trait have been reported to date. The aim of this study is to identify genome-wide genetic variants affecting neuroticism using a European sample. A linear regression model was used to analyze the association with neuroticism as a continuous trait in the Netherlands Study of Depression and Anxiety and Netherlands Twin Registry population-based sample of 2,748 individuals with Perlegen 600K single nucleotide polymorphisms (SNPs). In addition, the neuroticism-associated genes/loci of the top 20 SNPs (p < 10⁻⁴) were examined with anti-social personality disorder (ASPD) in an Australian twin family study. Through GWA analysis, 32 neuroticism-associated SNPs (p < 10⁻⁴) were identified. The most significant association was observed with SNP rs4806846 within the TMPRSS9 gene (p = 7.79 × 10⁻⁶) at 19p13.3. The next best signal was in GRIN2B gene (rs220549, p = 1.05 × 10⁻⁵) at 12p12. In addition, several SNPs within GRIN2B showed borderline associations with ASPD in the Australian sample. In conclusion, these results provide a possible genetic basis for the association with neuroticism. Our findings provide a basis for replication in other populations to elucidate the potential role of these genetic variants in neuroticism and MDD along with a possible relationship between ASPD and neuroticism.