Accumulation of diverse types of omics data on schizophrenia (SCZ) requires a systems approach to model the interplay between genome, transcriptome, and proteome. We introduce Markov affinity-based proteogenomic signal diffusion (MAPSD), a method to model intra-cellular protein trafficking paradigms and tissue-wise single-cell protein abundances. MAPSD integrates multi-omics data to amplify the signals at SCZ risk loci with small effect sizes, and reveal convergent disease-associated gene modules in the brain. We predicted a set of high-confidence SCZ risk loci followed by characterizing the subcellular localization of proteins encoded by candidate SCZ risk genes, and illustrated that most are enriched in neuronal cells in the cerebral cortex as well as Purkinje cells in the cerebellum. We demonstrated how the identified genes may be involved in neurodevelopment, how they may alter SCZ-related biological pathways, and how they facilitate drug repurposing. MAPSD is applicable in other polygenic diseases and can facilitate our understanding of disease mechanisms.