Genetic dissection of neuropsychiatric disorders can potentially reveal novel therapeutic targets. While genome-wide association studies (GWAS) have tremendously advanced our understanding, we approach a sample size bottleneck (i.e., the number of cases needed to identify >90% of all loci is impractical). Therefore, computationally enhancing GWAS on existing samples may be particularly valuable. Here, we describe DeepGWAS, a deep neural network-based method to enhance GWAS by integrating GWAS results with linkage disequilibrium and brain-related functional annotations. DeepGWAS enhanced schizophrenia (SCZ) loci by ~3X when applied to the largest European GWAS, and 21.3% enhanced loci were validated by the latest multi-ancestry GWAS. Importantly, DeepGWAS models can be transferred to other neuropsychiatric disorders. Transferring SCZ-trained models to Alzheimer's disease and major depressive disorder, we observed 1.3-17.6X detected loci compared to standard GWAS, among which 27-40% were validated by other GWAS studies. We anticipate DeepGWAS to be a powerful tool in GWAS studies.