Risk-taking behaviour is a key component of several psychiatric disorders and could influence lifestyle choices such as smoking, alcohol use, and diet. As a phenotype, risk-taking behaviour therefore fits within a Research Domain Criteria (RDoC) approach, whereby identifying genetic determinants of this trait has the potential to improve our understanding across different psychiatric disorders. Here we report a genome-wide association study in 116,255 UK Biobank participants who responded yes/no to the question "Would you consider yourself a risk taker?" Risk takers (compared with controls) were more likely to be men, smokers, and have a history of psychiatric disorder. Genetic loci associated with risk-taking behaviour were identified on chromosomes 3 (rs13084531) and 6 (rs9379971). The effects of both lead SNPs were comparable between men and women. The chromosome 3 locus highlights CADM2, previously implicated in cognitive and executive functions, but the chromosome 6 locus is challenging to interpret due to the complexity of the HLA region. Risk-taking behaviour shared significant genetic risk with schizophrenia, bipolar disorder, attention-deficit hyperactivity disorder, and post-traumatic stress disorder, as well as with smoking and total obesity. Despite being based on only a single question, this study furthers our understanding of the biology of risk-taking behaviour, a trait that has a major impact on a range of common physical and mental health disorders.