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The relationship between genetic variation and gene expression in brain cell types and subtypes remains understudied. Here, we generated single-nucleus RNA sequencing data from the neocortex of 424 individuals of advanced age; we assessed the effect of genetic variants on RNA expression in cis (cis-expression quantitative trait loci) for seven cell types and 64 cell subtypes using 1.5 million transcriptomes. This effort identified 10,004 eGenes at the cell type level and 8,099 eGenes at the cell subtype level. Many eGenes are only detected within cell subtypes. A new variant influences APOE expression only in microglia and is associated with greater cerebral amyloid angiopathy but not Alzheimer's disease pathology, after adjusting for APOEε4, providing mechanistic insights into both pathologies. Furthermore, only a TMEM106B variant affects the proportion of cell subtypes. Integration of these results with genome-wide association studies highlighted the targeted cell type and probable causal gene within Alzheimer's disease, schizophrenia, educational attainment and Parkinson's disease loci.