Neuroticism is a personality trait of fundamental importance for psychological wellbeing and public health. It is strongly associated with major depressive disorder (MDD) and several other psychiatric conditions. Although neuroticism is heritable, attempts to identify the alleles involved in previous studies have been limited by relatively small sample sizes and heterogeneity in the measurement of neuroticism. Here we report a genome-wide association study of neuroticism in 91,370 participants of the UK Biobank cohort and a combined meta-analysis which includes a further 7,197 participants from the Generation Scotland Scottish Family Health Study (GS:SFHS) and 8,687 participants from a Queensland Institute of Medical Research (QIMR) cohort. All participants were assessed using the same neuroticism instrument, the Eysenck Personality Questionnaire-Revised (EPQ-R-S) Short Form Neuroticism scale. We found a SNP-based heritability estimate for neuroticism of approximately 15% (SE = 0.7%). Meta-analysis identified 9 novel loci associated with neuroticism. The strongest evidence for association was at a locus on chromosome 8 (p = 1.28x10-15) spanning 4 Mb and containing at least 36 genes. Other associated loci included genes of interest on chromosome 1 (GRIK3, glutamate receptor ionotropic kainate 3), chromosome 4 (KLHL2, Kelch-like protein 2), chromosome 17 (CRHR1, corticotropin-releasing hormone receptor 1 and MAPT, microtubule-associated protein Tau), and on chromosome 18 (CELF4, CUGBP elav-like family member 4). We found no evidence for genetic differences in the common allelic architecture of neuroticism by sex. By comparing our findings with those of the Psychiatric Genetics Consortia, we identified a large genetic correlation between neuroticism and MDD (0.64) and a smaller genetic correlation with schizophrenia (0.22) but not with bipolar disorder. Polygenic scores derived from the primary UK Biobank sample captured about 1% of the variance in trait liability to neuroticism. Overall, our findings confirm a polygenic basis for neuroticism and substantial shared genetic architecture between neuroticism and MDD. The identification of 9 new neuroticism-associated loci will drive forward future work on the neurobiology of neuroticism and related phenotypes.