Transcriptome-wide association studies (TWAS) that integrate transcriptomic reference data and genome-wide association studies (GWAS) have successfully enhanced the discovery of candidate genes for many complex traits. However, existing methods may suffer from substantial power loss because they fail to effectively consider that expression of many genes tends to be consistent across tissues. Here we propose a computationally efficient testing method, referred to as Integrative Test for Associations via Cauchy Transformation (InTACT), that effectively combines information across multiple tissues and thus improves the power of identifying associated genes. Through simulation studies, we show that InTACT maintains high power while properly controls for Type 1 error rates. We applied InTACT to the largest GWAS of Alzheimer's disease (AD) to date and identified 227 genome-wide significant genes, of which 130 were not identified by benchmark methods, TWAS and MultiXcan. Importantly, InTACT identified five novel loci for AD. We implemented InTACT in publicly available software, “InTACT.”