Regional human brain volumes including total area, average thickness, and total volume are heritable and associated with neurological disorders. However, the genetic architecture of brain structure and function is still largely unknown and worthy of exploring. The Pediatric Imaging, Neurocognition, and Genetics (PING) data set provides an excellent resource with genome-wide genetic data and related neuroimaging data. In this study, we perform genome-wide association studies (GWAS) of 315 brain volumetric phenotypes from the PING data set including 1036 samples with 539,865 single-nucleotide polymorphisms (SNPs). We introduce a nonparametric test based on K-sample Ball Divergence (KBD) to identify genetic risk variants that influence regional brain volumes. We carry out simulations to demonstrate that KBD is a powerful test for identifying significant SNPs associated with multivariate phenotypes although controlling the type I error rate. We successfully identify nine SNPs below a significance level of 5 × 10−5 for the PING data. Among the nine identified genetic variants, two SNPs rs486179 and rs562110 are located in the ADRA1A gene that is a well-known risk factor of mental illness, such as schizophrenia and attention deficit hyperactivity disorder. Our study suggests that the nonparametric test KBD is an effective method for identifying genetic variants associated with complex diseases in large-scale GWAS of multiple phenotypes.