Recent studies have highlighted the essential role of RNA splicing, a key mechanism of alternative RNA processing, in establishing connections between genetic variations and disease. Genetic loci influencing RNA splicing variations show considerable influence on complex traits, possibly surpassing those affecting total gene expression. Dysregulated RNA splicing has emerged as a major potential contributor to neurological and psychiatric disorders, likely due to the exceptionally high prevalence of alternatively spliced genes in the human brain. Nevertheless, establishing direct associations between genetically altered splicing and complex traits has remained an enduring challenge. We introduce Spliced-Transcriptome-Wide Associations (SpliTWAS) to integrate alternative splicing information with genome-wide association studies to pinpoint genes linked to traits through exon splicing events. We applied SpliTWAS to two schizophrenia (SCZ) RNA-sequencing datasets, BrainGVEX and CommonMind, revealing 137 and 88 trait-associated exons (in 84 and 67 genes), respectively. Enriched biological functions in the associated gene sets converged on neuronal function and development, immune cell activation, and cellular transport, which are highly relevant to SCZ. SpliTWAS variants impacted RNA-binding protein binding sites, revealing potential disruption of RNA-protein interactions affecting splicing. We extended the probabilistic fine-mapping method FOCUS to the exon level, identifying 36 genes and 48 exons as putatively causal for SCZ. We highlight VPS45 and APOPT1, where splicing of specific exons was associated with disease risk, eluding detection by conventional gene expression analysis. Collectively, this study supports the substantial role of alternative splicing in shaping the genetic basis of SCZ, providing a valuable approach for future investigations in this area.