Natural Killer cells are innate lymphocytes with central roles in immunosurveillance and are implicated in autoimmune pathogenesis. The degree to which regulatory variants affect Natural Killer cell gene expression is poorly understood. Here we perform expression quantitative trait locus mapping of negatively selected Natural Killer cells from a population of healthy Europeans (n = 245). We find a significant subset of genes demonstrate expression quantitative trait loci specific to Natural Killer cells and these are highly informative of human disease, in particular autoimmunity. A Natural Killer cell transcriptome-wide association study across five common autoimmune diseases identifies further novel associations at 27 genes. In addition to these cis observations, we find novel master-regulatory regions impacting expression of trans gene networks at regions including 19q13.4, the Killer cell Immunoglobulin-like Receptor region, GNLY, MC1R and UVSSA. Our findings provide new insights into the unique biology of Natural Killer cells, demonstrating markedly different expression quantitative trait loci from other immune cells, with implications for disease mechanisms.