Genome-wide association studies (GWAS) have successfully identified multiple independent genetic loci that harbour variants associated with Alzheimer's disease, but the exact causal genes and biological pathways are largely unknown. To prioritise likely causal genes associated with Alzheimer's disease, we used S-PrediXcan to integrate expression quantitative trait loci (eQTL) from the Genotype-Tissue Expression (GTEx) study and CommonMind Consortium (CMC) with Alzheimer's disease GWAS summary statistics. We meta-analysed the GTEx results using S-MultiXcan, prioritised disease-implicated loci using a computational fine-mapping approach, and performed a biological pathway analysis on the gene-based results. We identified 126 tissue-specific gene-based associations across 48 GTEx tissues, targeting 50 unique genes. Meta-analysis of the tissue-specific associations identified 73 genes whose expression was associated with Alzheimer's disease. Additional analyses in the dorsolateral prefrontal cortex from the CMC identified 12 significant associations, 8 of which also had a significant association in GTEx tissues. Fine-mapping of causal gene sets prioritised gene candidates in 10 Alzheimer's disease loci with strong evidence for causality. Biological pathway analyses of the meta-analysed GTEx data and CMC data identified a significant enrichment of Alzheimer's disease association signals in plasma lipoprotein clearance, in addition to multiple immune-related pathways. Gene expression data from brain and peripheral tissues can improve power to detect regulatory variation underlying Alzheimer's disease. However, the associations in peripheral tissues may reflect tissue-shared regulatory variation for a gene. Therefore, future functional studies should be performed to validate the biological meaning of these associations and whether they represent new pathogenic tissues.