Although the search for quantitative trait loci for behaviour remains a considerable challenge, the complicated genetic architecture of quantitative traits is beginning to be understood. The current project utilised heterogeneous stock (HS) male mice (n = 580) to investigate the genetic basis for brain weights, activity, anxiety and cognitive phenotypes. We identified 126 single nucleotide polymorphisms (SNPs) in genes involved in regulation of neurotransmitter systems, nerve growth/death and gene expression, and subsequently investigated their associations with changes in behaviour and/or brain weights in our sample. We found significant associations between four SNP-phenotype pairs, after controlling for multiple testing. Specificity protein 2 (Sp2, rs3708840), tryptophan hydroxylase 1 (Tph1, rs262731280) and serotonin receptor 3A (Htr3a, rs50670893) were associated with activity/anxiety behaviours, and microtubule-associated protein 2 (Map2, rs13475902) was associated with cognitive performance. All these genes except for Tph1 were expressed in the brain above the array median, and remained significantly associated with relevant behaviours after controlling for the family structure. Additionally, we found evidence for a correlation between Htr3a expression and activity. We discuss our findings in the light of the advantages and limitations of currently available mouse genetic tools, suggesting further directions for association studies in rodents.