Inhaled corticosteroids (ICS) are the most common asthma controller medication. An important contribution of genetic factors in ICS response has been evidenced. Here, we aimed to identify novel genetic markers involved in ICS response in asthma. A genome-wide association study (GWAS) of the change in lung function after 6 weeks of ICS treatment was performed in 166 asthma patients from the SLOVENIA study. Patients with an improvement in lung function ≥8% were considered as ICS responders. Suggestively associated variants (p-value ≤ 5 × 10−6) were evaluated in an independent study (n = 175). Validation of the association with asthma exacerbations despite ICS use was attempted in European (n = 2681) and admixed (n = 1347) populations. Variants previously associated with ICS response were also assessed for replication. As a result, the SNP rs1166980 from the ROBO2 gene was suggestively associated with the change in lung function (OR for G allele: 7.01, 95% CI: 3.29–14.93, p = 4.61 × 10−7), although this was not validated in CAMP. ROBO2 showed gene-level evidence of replication with asthma exacerbations despite ICS use in Europeans (minimum p-value = 1.44 × 10−5), but not in admixed individuals. The association of PDE10A-T with ICS response described by a previous study was validated. This study suggests that ROBO2 could be a potential novel locus for ICS response in Europeans.