Genome-wide association studies (GWAS) have transformed our understanding of the genetics of complex traits such as autoimmune diseases, but how risk variants contribute to pathogenesis remains largely unknown. Identifying genetic variants that affect gene expression (expression quantitative trait loci, or eQTLs) is crucial to addressing this. eQTLs vary between tissues and following in vitro cellular activation, but have not been examined in the context of human inflammatory diseases. We performed eQTL mapping in five primary immune cell types from patients with active inflammatory bowel disease (n = 91), anti-neutrophil cytoplasmic antibody-associated vasculitis (n = 46) and healthy controls (n = 43), revealing eQTLs present only in the context of active inflammatory disease. Moreover, we show that following treatment a proportion of these eQTLs disappear. Through joint analysis of expression data from multiple cell types, we reveal that previous estimates of eQTL immune cell-type specificity are likely to have been exaggerated. Finally, by analysing gene expression data from multiple cell types, we find eQTLs not previously identified by database mining at 34 inflammatory bowel disease-associated loci. In summary, this parallel eQTL analysis in multiple leucocyte subsets from patients with active disease provides new insights into the genetic basis of immune-mediated diseases.