Genome-wide association studies (GWAS) have revealed approximately 100 genomic signals associated with Hodgkin lymphoma (HL); however, their target genes and underlying mechanisms causing HL susceptibility remain unclear. In this study, transcriptome-wide analysis of expression quantitative trait loci (eQTL) was conducted to identify target genes associated with HL GWAS signals. A mixed model, which explains polygenic regulatory effects by the genomic covariance among individuals, was implemented to discover expression genes (eGenes) using genotype data from 462 European/African individuals. Overall, 80 eGenes were identified to be associated with 20 HL GWAS signals. Enrichment analysis identified apoptosis, immune responses, and cytoskeletal processes as functions of these eGenes. The eGene of rs27524 encodes ERAP1 that can cleave peptides attached to human leukocyte antigen in immune responses; its minor allele may help Reed–Sternberg cells to escape the immune response. The eGene of rs7745098 encodes ALDH8A1 that can oxidize the precursor of acetyl-CoA for the production of ATP; its minor allele may increase oxidization activity to evade apoptosis of pre-apoptotic germinal center B cells. Thus, these minor alleles may be genetic risk factors for HL susceptibility. Experimental studies on genetic risk factors are needed to elucidate the underlying mechanisms of HL susceptibility and improve the accuracy of precision oncology.