Conjugation of polyethylene glycol (PEG) to therapeutic molecules can improve bioavailability and therapeutic efficacy. However, some healthy individuals have pre-existing anti-PEG antibodies and certain patients develop anti-PEG antibody during treatment with PEGylated medicines, suggesting that genetics might play a role in PEG immunogenicity. Here we perform genome-wide association studies for anti-PEG IgM and IgG responses in Han Chinese with 177 and 140 individuals, defined as positive for anti-PEG IgM and IgG responses, respectively, and with 492 subjects without either anti-PEG IgM or IgG as controls. We validate the association results in the replication cohort, consisting of 211 and 192 subjects with anti-PEG IgM and anti-PEG IgG, respectively, and 596 controls. We identify the immunoglobulin heavy chain (IGH) locus to be associated with anti-PEG IgM response at genome-wide significance (P = 2.23 × 10⁻²²). Our findings may provide novel genetic markers for predicting the immunogenicity of PEG and efficacy of PEGylated therapeutics.