Genetic variants present differential effects on humans according to various environmental exposures, the so-called "gene-environment interactions" (GxE). Many diseases can be diagnosed with multiple traits, such as obesity, diabetes, and dyslipidemia. I developed a multivariate scale test (MST) for detecting the GxE of a disease with several continuous traits. Given a significant MST result, I continued to search for which trait and which E enriched the GxE signals. Simulation studies were performed to compare MST with the univariate scale test (UST). MST can gain more power than UST because of (1) integrating more traits with GxE information and (2) the less harsh penalty on multiple testing. However, if only few traits account for GxE, MST may lose power due to aggregating non-informative traits into the test statistic. As an example, MST was applied to a discovery set of 93 708 Taiwan Biobank (TWB) individuals and a replication set of 25 200 TWB individuals. From among 2 570 487 SNPs with minor allele frequencies ≥5%, MST identified 18 independent variance quantitative trait loci (P < 2.4E-9 in the discovery cohort and P < 2.8E-5 in the replication cohort) and 41 GxE signals (P < .00027) based on eight trait domains (including 29 traits). https://github.com/WanYuLin/Multivariate-scale-test-MST.