Our current understanding of how natural genetic variation affects gene expression beyond well-annotated coding genes is still limited. The use of deep sequencing technologies for the study of expression quantitative trait loci (eQTLs) has the potential to close this gap. Here, we generated the first recombinant strain library for fission yeast and conducted an RNA-seq-based QTL study of the coding, non-coding, and antisense transcriptomes. We show that the frequency of distal effects (trans-eQTLs) greatly exceeds the number of local effects (cis-eQTLs) and that non-coding RNAs are as likely to be affected by eQTLs as protein-coding RNAs. We identified a genetic variation of swc5 that modifies the levels of 871 RNAs, with effects on both sense and antisense transcription, and show that this effect most likely goes through a compromised deposition of the histone variant H2A.Z. The strains, methods, and datasets generated here provide a rich resource for future studies.