Glaucoma is a major cause of blindness in the world. To date, common genetic variants associated with glaucoma only explain a small proportion of its heritability. We performed a genome-wide association study of intra-ocular pressure (IOP), an underlying endophenotype for glaucoma. The discovery phase of the study was carried out in the TwinsUK cohort (N = 2774) analyzing association between IOP and single nucleotide polymorphisms (SNPs) imputed to HapMap2. The results were validated in 12 independent replication cohorts of European ancestry (combined N = 22 789) that were a part of the International Glaucoma Genetics Consortium. Expression quantitative trait locus (eQTL) analyses of the significantly associated SNPs were performed using data from the Multiple Tissue Human Expression Resource (MuTHER) Study. In the TwinsUK cohort, IOP was significantly associated with a number of SNPs at 9q33.3 (P = 3.48 × 10−8 for rs2286885, the most significantly associated SNP at this locus), within the genomic sequence of the FAM125B gene. Independent replication in a composite panel of 12 cohorts revealed consistent direction of effect and significant association (P = 0.003, for fixed-effect meta-analysis). Suggestive evidence for an eQTL effect of rs2286885 was observed for one of the probes targeting the coding region of the FAM125B gene. This gene codes for a component of a membrane complex involved in vesicular trafficking process, a function similar to that of the Caveolin genes (CAV1 and CAV2) which have previously been associated with primary open-angle glaucoma. This study suggests a novel association between SNPs in FAM125B and IOP in the TwinsUK cohort, though further studies to elucidate the functional role of this gene in glaucoma are necessary.