Neurocognitive deficits are a core feature of schizophrenia and, therefore, represent potentially critical outcome variables for assessing antipsychotic treatment response. We performed genome-wide association studies (GWAS) with 492K single nucleotide polymorphisms (SNPs) in a sample of 738 patients with schizophrenia from the Clinical Antipsychotic Trials of Intervention Effectiveness study. Outcome variables consisted of a neurocognitive battery administered at multiple time points over an 18-month period, measuring processing speed, verbal memory, vigilance, reasoning, and working memory domains. Genetic mediation of improvements in each of these five domains plus a composite neurocognitive measure was assessed for each of five antipsychotics (olanzapine, perphenazine, quetiapine, risperidone, and ziprasidone). Six SNPs achieved genome-wide significance using a pre-specified threshold that ensures, on average, only 1 in 10 findings is a false discovery. These six SNPs were located within, or in close proximity to, genes EHF, SLC26A9, DRD2, GPR137B, CHST8, and IL1A. The more robust findings, that is those significant across multiple neurocognitive domains and having adjacent SNPs showing evidence for association, were rs286913 at the EHF gene (p-value 6.99 × 10−8, q-value 0.034, mediating the effects of ziprasidone on vigilance), rs11240594 at SLC26A9 (p-value 1.4 × 10−7, q-value 0.068, mediating the effects of olanzapine on processing speed), and rs11677416 at IL1A (p-value 6.67 × 10−7, q-value 0.081, mediating the effects of olanzapine on working memory). This study has generated several novel candidate genes for antipsychotic response. However, our findings will require replication and functional validation. To facilitate replication efforts, we provide all GWAS p-values for download.