The goal of Genome-wide Association Studies (GWAS) is the identification of genetic variants, usually single nucleotide polymorphisms (SNPs), that are associated with disease risk. However, SNPs detected so far with GWAS for most common diseases only explain a small proportion of their total heritability. Gene set analysis (GSA) has been proposed as an alternative to single-SNP analysis with the aim of improving the power of genetic association studies. Nevertheless, most GSA methods rely on expensive computational procedures that make unfeasible their implementation in GWAS. We propose a new GSA method, referred as globalEVT, which uses the extreme value theory to derive gene-level p-values. GlobalEVT reduces dramatically the computational requirements compared to other GSA approaches. In addition, this new approach improves the power by allowing different inheritance models for each genetic variant as illustrated in the simulation study performed and allows the existence of correlation between the SNPs. Real data analysis of an Attention-deficit/hyperactivity disorder (ADHD) study illustrates the importance of using GSA approaches for exploring new susceptibility genes. Specifically, the globalEVT method is able to detect genes related to Cyclophilin A like domain proteins which is known to play an important role in the mechanisms of ADHD development.