We demonstrate that systematic application of cis-pQTLs to large-scale genetic studies of human diseases can 1) guide causal gene annotation at GWAS loci (e.g., DKKL1 for multiple sclerosis), 2) identify pathways that link genes to diseases guided by a protein-phenotype network, and 3) complement gene-burden testing of rare variants to discover novel biology. This evidence concerns the gene DKKL1 and multiple sclerosis.