Understanding how treatment effects vary on several key characteristics is critical in the practice of personalized medicine. To estimate these conditional average treatment effects, non-parametric estimation is often desirable, but few methods are available due to the computational difficulty. Existing non-parametric methods such as the inverse probability weighting methods have limitations that hinder their use in many practical settings where the values of propensity scores are close to 0 or 1. We propose the propensity score regression (PSR) that allows the non-parametric estimation of such conditional average treatment effects in a wide context. PSR includes two non-parametric regressions in turn, where it first regresses on the propensity scores together with the characteristics of interest, to obtain an intermediate estimate; and then, regresses the intermediate estimate on the characteristics of interest only. By including propensity scores †contributed equally.