We performed a genome‐wide association study in 1,194 controls and 150 patients with anti‐N‐methyl‐D‐aspartate receptor (anti‐NMDAR, n = 96) or anti‐leucine‐rich glioma‐inactivated1 (anti‐LGI1, n = 54) autoimmune encephalitis. Anti‐LGI1 encephalitis was highly associated with 27 single‐nucleotide polymorphisms (SNPs) in the HLA‐II region (leading SNP rs2858870 p = 1.22 × 10⁻¹⁷, OR = 13.66 [7.50–24.87]). Potential associations, below genome‐wide significance, were found with rs72961463 close to the doublecortin‐like kinase 2 gene (DCLK2) and rs62110161 in a cluster of zinc‐finger genes. HLA allele imputation identified association of anti‐LGI1 encephalitis with HLA‐II haplotypes encompassing DRB1*07:01, DQA1*02:01 and DQB1*02:02 (p < 2.2 × 10⁻¹⁶) and anti‐NMDAR encephalitis with HLA‐I allele B*07:02 (p = 0.039). No shared genetic risk factors between encephalitides were identified. Ann Neurol 2018;83:863–869