Genome-wide association studies have identified single nucleotide polymorphisms (SNPs) in the 9p21 gene desert associated with coronary artery disease (CAD)^,,, and type 2 diabetes^,,. Despite evidence for a role of the associated interval in neighbouring gene regulation^,,, the biological underpinnings of these genetic associations with CAD or type 2 diabetes have not yet been explained. Here we identify 33 enhancers in 9p21; the interval is the second densest gene desert for predicted enhancers and six times denser than the whole genome (P < 6.55 × 10⁻³³). The CAD risk alleles of SNPs rs10811656 and rs10757278 are located in one of these enhancers and disrupt a binding site for STAT1. Lymphoblastoid cell lines homozygous for the CAD risk haplotype show no binding of STAT1, and in lymphoblastoid cell lines homozygous for the CAD non-risk haplotype, binding of STAT1 inhibits CDKN2BAS (also known as CDKN2B-AS1) expression, which is reversed by short interfering RNA knockdown of STAT1. Using a new, open-ended approach to detect long-distance interactions, we find that in human vascular endothelial cells the enhancer interval containing the CAD locus physically interacts with the CDKN2A/B locus, the MTAP gene and an interval downstream of IFNA21. In human vascular endothelial cells, interferon-γ activation strongly affects the structure of the chromatin and the transcriptional regulation in the 9p21 locus, including STAT1-binding, long-range enhancer interactions and altered expression of neighbouring genes. Our findings establish a link between CAD genetic susceptibility and the response to inflammatory signalling in a vascular cell type and thus demonstrate the utility of genome-wide association study findings in directing studies to novel genomic loci and biological processes important for disease aetiology.