More than 50 genetic loci have been identified as being associated with Alzheimer's disease (AD) from genome-wide association studies (GWAS) and many of these are involved in immune pathways and lipid metabolism. Therefore, we performed a transcriptome-wide association study (TWAS) of immune-relevant cells, to study the mis-regulation of genes implicated in AD. We used expression and genetic data from naive and induced CD14+ monocytes and two GWAS of AD to study genetically controlled gene expression in monocytes at different stages of differentiation and compared the results with those from TWAS of brain and blood. We identified nine genes with statistically independent TWAS signals, seven are known AD risk genes from GWAS: BIN1, PTK2B, SPI1, MS4A4A, MS4A6E, APOE and PVR and two, LACTB2 and PLIN2/ADRP, are novel candidate genes for AD. Three genes, SPI1, PLIN2 and LACTB2, are TWAS significant specifically in monocytes. LACTB2 is a mitochondrial endoribonuclease and PLIN2/ADRP associates with intracellular neutral lipid storage droplets (LSDs) which have been shown to play a role in the regulation of the immune response. Notably, LACTB2 and PLIN2 were not detected from GWAS alone.