Genome-wide association studies (GWASs) have shown that approximately 60 genetic variants influence the risk of developing multiple sclerosis (MS). Our aim was to identify the cell types in which these variants are active. We used available data on MS-associated single nucleotide polymorphisms (SNPs) and deoxyribonuclease I hypersensitive sites (DHSs) from 112 different cell types. Genomic intervals were tested for overlap using the Genomic Hyperbrowser. The expression profile of the genes located nearby MS-associated SNPs was assessed using the software GRAIL (Gene Relationships Across Implicated Loci). Genomic regions associated with MS were significantly enriched for a number of immune DHSs and in particular T helper (Th) 1, Th17, CD8+ cytotoxic T cells, CD19+ B cells and CD56+ natural killer (NK) cells (enrichment = 2.34, 2.19, 2.27, 2.05 and 1.95, respectively; P < 0.0001 for all of them). Similar results were obtained when genomic regions with suggestive association with MS and additional immune-mediated traits were investigated. Several new candidate MS-associated genes located within regions of suggestive association were identified by GRAIL (CARD11, FCRL2, CHST12, SYK, TCF7, SOCS1, NFKBIZ and NPAS1). Genetic data indicate that Th1, Th17, cytotoxic T, B and NK cells play a prominent role in the etiology of MS. Regions with confirmed and suggestive association have a similar immunological profile, indicating that many SNPs truly influencing the risk of MS actually fail to reach genome-wide significance. Finally, similar cell types are involved in the etiology of other immune-mediated diseases.