Gene expression quantitative trait loci are widely used to infer relationships between genes and central nervous system (CNS) phenotypes; however, the effect of brain disease on these inferences is unclear. Using 2,348,438 single-nuclei profiles from 391 disease-case and control brains, we report 13,939 genes whose expression correlated with genetic variation, of which 16.7–40.8% (depending on cell type) showed disease-dependent allelic effects. Across 501 colocalizations for 30 CNS traits, 23.6% had a disease dependency, even after adjusting for disease status. To estimate the unconfounded effect of genes on outcomes, we repeated the analysis using nondiseased brains (<jats:italic>n</jats:italic> = 183) and reported an additional 91 colocalizations not present in the larger mixed disease and control dataset, demonstrating enhanced interpretation of disease-associated variants. Principled implementation of single-cell Mendelian randomization in control-only brains identified 140 putatively causal gene–trait associations, of which 11 were replicated in the UK Biobank, prioritizing candidate peripheral biomarkers predictive of CNS outcomes.