Multiple lines of evidence indicate that ankylosing spondylitis (AS) is a lymphocyte-driven disease. However, which lymphocyte populations are critical in AS pathogenesis is not known. In this study, we aimed to identify the key cell types mediating the genetic risk in AS using an unbiased functional genomics approach. We integrated genome-wide association study (GWAS) data with epigenomic and transcriptomic datasets of human immune cells. To quantify enrichment of cell type-specific open chromatin or gene expression in AS risk loci, we used three published methods - LDSC-SEG, SNPsea, scDRS - that have successfully identified relevant cell types in other diseases. Natural killer (NK) cell-specific open chromatin regions are significantly enriched in heritability for AS, compared to other immune cell types such as T cells, B cells, and monocytes. This finding was consistent between two AS GWAS. Using RNA-seq data, we validated that genes in AS risk loci are enriched in NK cell-specific gene expression. Using the human Space-Time Gut Cell Atlas, we also found significant upregulation of AS-associated genes predominantly in NK cells. We performed co-localization analyses between GWAS risk loci and genetic variants associated with gene expression (eQTL) to find putative target genes. This revealed four AS risk loci affecting regulation of candidate target genes in NK cells: two known loci, ERAP1 and TNFRSF1A, and two under-studied loci, ENTR1 (aka SDCCAG3) and B3GNT2. Our findings suggest that NK cells may play a crucial role in AS development and highlight four putative target genes for functional follow-up in NK cells.