Abstract Background Genome wide association studies have been hugely successful in identifying disease risk variants, yet most variants do not lead to coding changes and how variants influence biological function is usually unknown. Methods We correlated gene expression and genetic variation in untouched primary leucocytes (n = 110) from individuals with celiac disease – a common condition with multiple risk variants identified. We compared our observations with an EBV-transformed HapMap B cell line dataset (n = 90), and performed a meta-analysis to increase power to detect non-tissue specific effects. Results In celiac peripheral blood, 2,315 SNP variants influenced gene expression at 765 different transcripts (< 250 kb from SNP, at FDR = 0.05, cis expression quantitative trait loci, eQTLs). 135 of the detected SNP-probe effects (reflecting 51 unique probes) were also detected in a HapMap B cell line published dataset, all with effects in the same allelic direction. Overall gene expression differences within the two datasets predominantly explain the limited overlap in observed cis-eQTLs. Celiac associated risk variants from two regions, containing genes IL18RAP and CCR3, showed significant cis genotype-expression correlations in the peripheral blood but not in the B cell line datasets. We identified 14 genes where a SNP affected the expression of different probes within the same gene, but in opposite allelic directions. By incorporating genetic variation in co-expression analyses, functional relationships between genes can be more significantly detected. Conclusion In conclusion, the complex nature of genotypic effects in human populations makes the use of a relevant tissue, large datasets, and analysis of different exons essential to enable the identification of the function for many genetic risk variants in common diseases.