Cytokines are essential regulatory components of the immune system, and their aberrant levels have been linked to many disease states. Despite increasing evidence that cytokines operate in concert, many of the physiological interactions between cytokines, and the shared genetic architecture that underlies them, remain unknown. Here, we aimed to identify and characterize genetic variants with pleiotropic effects on cytokines. Using three population-based cohorts (n = 9,263), we performed multivariate genome-wide association studies (GWAS) for a correlation network of 11 circulating cytokines, then combined our results in meta-analysis. We identified a total of eight loci significantly associated with the cytokine network, of which two (PDGFRB and ABO) had not been detected previously. In addition, conditional analyses revealed a further four secondary signals at three known cytokine loci. Integration, through the use of Bayesian colocalization analysis, of publicly available GWAS summary statistics with the cytokine network associations revealed shared causal variants between the eight cytokine loci and other traits; in particular, cytokine network variants at the ABO, SERPINE2, and ZFPM2 loci showed pleiotropic effects on the production of immune-related proteins, on metabolic traits such as lipoprotein and lipid levels, on blood-cell-related traits such as platelet count, and on disease traits such as coronary artery disease and type 2 diabetes.