Transcriptome-wide association studies (TWAS) have been widely used to integrate gene expression and genetic data for studying complex traits. Due to the computation burden, existing TWAS methods neglect distant trans-expression quantitative trait loci (eQTL) that are known to explain a significant proportion of the variation for most expression quantitative traits.To leverage both cis-and trans-eQTL information for TWAS, we propose a novel TWAS approach based on Bayesian variable selection regression model, which not only accounts for both cis-and trans-SNPs of the target gene but also enables efficient computation by using summary statistics of standard eQTL analyses and a scalable EM-MCMC algorithm. Simulation studies illustrate that our Bayesian approach achieved higher TWAS power compared to existing methods. By application studies, we identified gene ZC3H12B whose GReX is associated with both Alzheimer's dementia (AD) (p-value=2.15) and a global measure of AD pathology (p-value=2.438, which is completely driven by trans-eQTL. We also identified gene KCTD12 whose GReX is associated with ߚ -amyloid load (p-value=7.63which is driven by both cis-and trans-eQTL. Particularly, four of the top driven trans-eQTL of ZC3H12B are located in gene APOC1 (<12KB away from the well-known risk gene APOE of AD) and are also known GWAS signals of AD and blood lipids. Free software for implementing our proposed Bayesian TWAS approach is available on Github.