Cytokines are essential regulatory components of the immune system and their aberrant levels have been linked to many disease states. Despite increasing evidence that cytokines operate in concert, many of the physiological interactions between cytokines, and the shared genetic architecture that underlie them, remain unknown. Here we aimed to identify and characterise genetic variants with pleiotropic effects on cytokines - to do this we performed a multivariate genome-wide association study on a correlation network of 11 circulating cytokines measured in 9,263 individuals. Meta-analysis identified a total of 8 loci significantly associated with the cytokine network, of which two (PDGFRB and ABO) had not been detected previously. Bayesian colocalisation analysis revealed shared causal variants between the eight cytokine loci and other traits; in particular, cytokine network variants at the ABO, SERPINE2, and ZFPM2 loci showed pleiotropic effects on the production of immune-related proteins; on metabolic traits such as lipoprotein and lipid levels; on blood-cell related traits such as platelet count; and on disease traits such as coronary artery disease and type 2 diabetes.