Large-scale genome-wide association studies (GWAS) have identified approximately 35 loci associated with epithelial ovarian cancer (EOC) risk. The majority of GWAS-identified disease susceptibility variants are located in non-coding regions, and causal genes underlying these associations remain largely unknown. Here we performed a transcriptome-wide association study to search for novel genetic loci and plausible causal genes at known GWAS loci. We used RNA sequencing data (68 normal ovarian-tissue samples from 68 individuals and 6,124 cross-tissue samples from 369 individuals) and high-density genotyping data from European descendants of the Genotype-Tissue Expression (GTEx V6) project to build ovarian and cross-tissue models of genetically regulated expression using elastic net methods. We evaluated 17,121 genes for their cis-predicted gene expression in relation to EOC risk using summary statistics data from GWAS of 97,898 women, including 29,396 EOC cases. With a Bonferroni-corrected significance level of P<2.2×10-6, we identified 35 genes including FZD4 at 11q14.2 (Z=5.08, P=3.83×10-7, the cross-tissue model; 1 Mb away from any GWAS-identified EOC risk variant), a potential novel locus for EOC risk. All other 34 significantly-associated genes were located within 1 Mb of known GWAS-identified loci, including 23 genes at 6 loci not previously linked to EOC risk. Upon conditioning on nearby known EOC GWAS-identified variants, the associations for 31 genes disappeared and 3 genes remained (P<1.47 x 10-3). These data identify one novel locus (FZD4) and 34 genes at 13 known EOC risk loci associated with EOC risk, providing new insights into EOC carcinogenesis.