Alzheimer's disease (AD) is a common neurodegenerative disease in aging individuals. Alternative splicing is reported to be relevant to AD development while their roles in etiology of AD remain largely elusive. We performed a comprehensive splicing transcriptome-wide association study (spTWAS) using intronic excision expression genetic prediction models of 12 brain tissues developed through three modelling strategies, to identify candidate susceptibility splicing introns for AD risk. A total of 111,326 (46,828 proxy) cases and 677,663 controls of European ancestry were studied. We identified 343 associations of 233 splicing introns (143 genes) with AD risk after Bonferroni correction (0.05/136,884 = 3.65 × 10-7). Fine-mapping analyses supported 155 likely causal associations corresponding to 83 splicing introns of 55 genes. Eighteen causal splicing introns of 15 novel genes (EIF2D, WDR33, SAP130, BYSL, EPHB6, MRPL43, VEGFB, PPP1R13B, TLN2, CLUHP3, LRRC37A4P, CRHR1, LINC02210, ZNF45-AS1, and XPNPEP3) were identified for the first time to be related to AD susceptibility. Our study identified novel genes and splicing introns associated with AD risk, which can improve our understanding of the etiology of AD.