Genome-wide association studies have discovered hundreds of loci associated with complex brain disorders, but it remains unclear in which cell types these loci are active. Here we integrate genome-wide association study results with single-cell transcriptomic data from the entire mouse nervous system to systematically identify cell types underlying brain complex traits. We show that psychiatric disorders are predominantly associated with projecting excitatory and inhibitory neurons. Neurological diseases were associated with different cell types, which is consistent with other lines of evidence. Notably, Parkinson's disease was genetically associated not only with cholinergic and monoaminergic neurons (which include dopaminergic neurons) but also with enteric neurons and oligodendrocytes. Using post-mortem brain transcriptomic data, we confirmed alterations in these cells, even at the earliest stages of disease progression. Our study provides an important framework for understanding the cellular basis of complex brain maladies, and reveals an unexpected role of oligodendrocytes in Parkinson's disease.