Knee pain is one of the most common musculoskeletal complaints that brings people to medical attention. Approximately 50% of individuals over the age of 50 report an experience of knee pain within the past 12 months. We sought to identify the genetic variants associated with knee pain in 171,516 subjects from the UK Biobank cohort and seek supporting evidence in cohorts from 23andMe, the Osteoarthritis Initiative, and the Johnston County Osteoarthritis Project. We identified two loci that reached genome-wide significance in the UK Biobank: rs143384, located in GDF5 (P = 1.32 × 10−12), a gene previously implicated in osteoarthritis; and rs2808772, located near COL27A1 (P = 1.49 × 10−8). These findings were supported in cohorts with self-reported osteoarthritis/radiographic knee osteoarthritis without pain information. In this report on genome-wide association of knee pain, we identified two loci in or near GDF5 and COL27A1 that are associated with knee pain.