Background: Recent genome-wide association studies (GWASs) identified the first genetic loci associated with attention-deficit/hyperactivity disorder (ADHD) and autism spectrum disorder (ASD). The next step is to use these results to increase our understanding of the biological mechanisms involved. Most of the identified variants likely influence gene regulation. The aim of the current study is to shed light on the mechanisms underlying the genetic signals and prioritize genes by integrating GWAS results with gene expression and DNA methylation (DNAm) levels. Methods: We applied summary-data–based Mendelian randomization to integrate ADHD and ASD GWAS data with fetal brain expression and methylation quantitative trait loci, given the early onset of these disorders. We also analyzed expression and methylation quantitative trait loci datasets of adult brain and blood, as these provide increased statistical power. We subsequently used summary-data–based Mendelian randomization to investigate if the same variant influences both DNAm and gene expression levels. Results: We identified multiple gene expression and DNAm levels in fetal brain at chromosomes 1 and 17 that were associated with ADHD and ASD, respectively, through pleiotropy at shared genetic variants. The analyses in brain and blood showed additional associated gene expression and DNAm levels at the same and additional loci, likely because of increased statistical power. Several of the associated genes have not been identified in ADHD and ASD GWASs before. Conclusions: Our findings identified the genetic variants associated with ADHD and ASD that likely act through gene regulation. This facilitates prioritization of candidate genes for functional follow-up studies.