Genome-wide association studies (GWAS) have successfully identified a number of single-nucleotide polymorphisms (SNPs) associated with colorectal cancer (CRC) risk. However, these susceptibility loci known today explain only a small fraction of the genetic risk. Gene-gene interaction (GxG) is considered to be one source of the missing heritability. To address this, we performed a genome-wide search for pair-wise GxG associated with CRC risk using 8,380 cases and 10,558 controls in the discovery phase and 2,527 cases and 2,658 controls in the replication phase. We developed a simple, but powerful method for testing interaction, which we term the Average Risk Due to Interaction (ARDI). With this method, we conducted a genome-wide search to identify SNPs showing evidence for GxG with previously identified CRC susceptibility loci from 14 independent regions. We also conducted a genome-wide search for GxG using the marginal association screening and examining interaction among SNPs that pass the screening threshold (p<10(-4)). For the known locus rs10795668 (10p14), we found an interacting SNP rs367615 (5q21) with replication p = 0.01 and combined p = 4.19×10(-8). Among the top marginal SNPs after LD pruning (n = 163), we identified an interaction between rs1571218 (20p12.3) and rs10879357 (12q21.1) (nominal combined p = 2.51×10(-6); Bonferroni adjusted p = 0.03). Our study represents the first comprehensive search for GxG in CRC, and our results may provide new insight into the genetic etiology of CRC.