Enhancers play a vital role in gene regulation and are critical in mediating the impact of noncoding genetic variants associated with complex traits. Enhancer activity is a cell‐type‐specific process regulated by transcription factors (TFs), epigenetic mechanisms and genetic variants. Despite the strong mechanistic link between TFs and enhancers, we currently lack a framework for jointly analysing them in cell‐type‐specific gene regulatory networks (GRN). Equally important, we lack an unbiased way of assessing the biological significance of inferred GRNs since no complete ground truth exists. To address these gaps, we present GRaNIE (Gene Regulatory Network Inference including Enhancers) and GRaNPA (Gene Regulatory Network Performance Analysis). GRaNIE (https://git.embl.de/grp‐zaugg/GRaNIE) builds enhancer‐mediated GRNs based on covariation of chromatin accessibility and RNA‐seq across samples (e.g. individuals), while GRaNPA (https://git.embl.de/grp‐zaugg/GRaNPA) assesses the performance of GRNs for predicting cell‐type‐specific differential expression. We demonstrate their power by investigating gene regulatory mechanisms underlying the response of macrophages to infection, cancer and common genetic traits including autoimmune diseases. Finally, our methods identify the TF PURA as a putative regulator of pro‐inflammatory macrophage polarisation. Synopsis GRaNIE builds enhancer‐based gene regulatory networks (eGRNs) using chromatin accessibility and RNA‐seq data. GRaNPA assesses the biological significance of GRNs and transcription factors. Together, they provide insights into cell‐type‐specific gene regulation. GRaNIE builds gene regulatory networks that encompass transcription factors, regulatory regions and genes, enabling a comprehensive view of gene regulation. GRaNPA provides an unbiased evaluation method for cell‐type‐specific GRNs by testing their ability to predict cell‐type‐specific differential expression. GRaNPA can identify important transcription factors that drive differential expression, leading to insights into biological mechanisms. GRaNIE and GRaNPA analyses identified PURA as a promising candidate for regulating pro‐inflammatory macrophage polarisation. GRaNIE builds enhancer‐based gene regulatory networks (GRNs) using chromatin accessibility and RNA‐seq data. GRaNPA assesses the biological significance of GRNs and transcription factors. Together, they provide insights into cell‐type‐specific gene regulation.