Only few systematic studies on the contribution of copy number variation to gene expression variation have been published to date. Here we identify effects of copy number variable regions (CNVRs) on nearby gene expression by investigating 909 CNVRs and expression levels of 12059 nearby genes in white blood cells from Mexican-American participants of the San Antonio Family Heart Study. We empirically evaluate our ability to detect the contribution of CNVs to proximal gene expression (presumably in cis) at various window sizes (up to a 10 Mb distance) between the gene and CNV. We found a ~1-Mb window size to be optimal for capturing cis effects of CNVs. Up to 10% of the CNVs in this study were found to be significantly associated with the expression of at least one gene within their vicinity. As expected, we find that CNVs that directly overlap gene sequences have the largest effects on gene expression (compared with non-overlapping CNVRs located nearby), with positive correlation (except for a few exceptions) between estimated genomic dosage and expression level. We find that genes whose expression level is significantly influenced by nearby CNVRs are enriched for immunity and autoimmunity related genes. These findings add to the currently limited catalog of CNVRs that are recognized as expression quantitative trait loci, and have implications for future study designs as well as for prioritizing candidate causal variants in genomic regions associated with disease.European Journal of Human Genetics advance online publication, 14 January 2015; doi:10.1038/ejhg.2014.280.