Regulation of gene expression in immune cells is known to be under genetic control, and likely contributes to susceptibility to autoimmune diseases such as multiple sclerosis (MS). How this occurs in concert across multiple immune cell types is poorly understood. Using a mouse model that harnesses the genetic diversity of wild-derived mice, more accurately reflecting genetically diverse human populations, we provide an extensive characterization of the genetic regulation of gene expression in five different naive immune cell types relevant to MS. The immune cell transcriptome is shown to be under profound genetic control, exhibiting diverse patterns: global, cell-specific and sex-specific. Bioinformatic analysis of the genetically controlled transcript networks reveals reduced cell type specificity and inflammatory activity in wild-derived PWD/PhJ mice, compared with the conventional laboratory strain C57BL/6J. Additionally, candidate MS-GWAS (genome-wide association study candidate genes for MS susceptibility) genes were significantly enriched among transcripts overrepresented in C57BL/6J cells compared with PWD. These expression level differences correlate with robust differences in susceptibility to experimental autoimmune encephalomyelitis, the principal model of MS, and skewing of the encephalitogenic T-cell responses. Taken together, our results provide functional insights into the genetic regulation of the immune transcriptome, and shed light on how this in turn contributes to susceptibility to autoimmune disease.