Objectives: There is evidence to suggest that asthma pathogenesis is affected by both genetic and epigenetic variation independently, and there is some evidence to suggest that genetic-epigenetic interactions affect risk of asthma. However, little research has been done to identify such interactions on a genome-wide scale. The aim of this studies was to identify genes with genetic-epigenetic interactions associated with asthma. Methods: Using asthma case-control data, we applied a novel nonparametric gene-centric approach to test for interactions between multiple SNPs and CpG sites simultaneously in the vicinities of 18,178 genes across the genome. Results: Twelve genes, PF4, ATF3, TPRA1, HOPX, SCARNA18, STC1, OR10K1, UPK1B, LOC101928523, LHX6, CHMP4B, and LANCL1, exhibited statistically significant SNP-CpG interactions (false discovery rate = 0.05). Of these, three have previously been implicated in asthma risk (PF4, ATF3, and TPRA1). Follow-up analysis revealed statistically significant pairwise SNP-CpG interactions for several of these genes, including SCARNA18, LHX6, and LOC101928523 (p = 1.33E–04, 8.21E–04, 1.11E–03, respectively). Conclusions: Joint effects of genetic and epigenetic variation may play an important role in asthma pathogenesis. Statistical methods that simultaneously account for multiple variations across chromosomal regions may be needed to detect these types of effects on a genome-wide scale.