Among candidate neurodegenerative/neuropsychiatric risk-predictive biomarkers, platelet count, mean platelet volume and platelet distribution width have been associated with the risk of major depressive disorder (MDD), Alzheimer’s disease (AD) and Parkinson’s disease (PD) through epidemiological and genomic studies, suggesting partial co-heritability. We exploited these relationships for a multi-trait association analysis, using publicly available summary statistics of genome-wide association studies (GWASs) of all traits reported above. Gene-based enrichment tests were carried out, as well as a network analysis of significantly enriched genes. We analyzed 4,540,326 single nucleotide polymorphisms shared among the analyzed GWASs, observing 149 genome-wide significant multi-trait LD-independent associations (p < 5 × 10−8) for AD, 70 for PD and 139 for MDD. Among these, 27 novel associations were detected for AD, 34 for PD and 40 for MDD. Out of 18,781 genes with annotated variants within ±10 kb, 62 genes were enriched for associations with AD, 70 with PD and 125 with MDD (p < 2.7 × 10−6). Of these, seven genes were novel susceptibility loci for AD (EPPK1, TTLL1, PACSIN2, TPM4, PIF1, ZNF689, AZGP1P1), two for PD (SLC26A1, EFNA3) and two for MDD (HSPH1, TRMT61A). The resulting network showed a significant excess of interactions (enrichment p = 1.0 × 10−16). The novel genes that were identified are involved in the organization of cytoskeletal architecture (EPPK1, TTLL1, PACSIN2, TPM4), telomere shortening (PIF1), the regulation of cellular aging (ZNF689, AZGP1P1) and neurodevelopment (EFNA3), thus, providing novel insights into the shared underlying biology of brain disorders and platelet parameters.