It has been shown that inter-individual variation in host response to porcine reproductive and respiratory syndrome (PRRS) has a heritable component, yet little is known about the underlying genetic architecture of gene expression in response to PRRS virus (PRRSV) infection. Here, we integrated genome-wide genotype, gene expression, viremia level, and weight gain data to identify genetic polymorphisms that are associated with variation in inter-individual gene expression and response to PRRSV infection in pigs. RNA-seq analysis of peripheral blood samples collected just prior to experimental challenge (day 0) and at 4, 7, 11 and 14 days post infection from 44 pigs revealed 6,430 differentially expressed genes at one or more time points post infection compared to the day 0 baseline. We mapped genetic polymorphisms that were associated with inter-individual differences in expression at each day and found evidence of cis-acting expression quantitative trait loci (cis-eQTL) for 869 expressed genes (qval < 0.05). Associations between cis-eQTL markers and host response phenotypes using 383 pigs suggest that host genotype-dependent differences in expression of GBP5, GBP6, CCHCR1 and CMPK2 affect viremia levels or weight gain in response to PRRSV infection.