We used cross-linking and immunoprecipitation coupled with high-throughput sequencing to identify binding sites in 6,304 genes as the brain RNA targets for TDP-43, an RNA binding protein that, when mutated, causes amyotrophic lateral sclerosis. Massively parallel sequencing and splicing-sensitive junction arrays revealed that levels of 601 mRNAs were changed (including Fus (Tls), progranulin and other transcripts encoding neurodegenerative disease-associated proteins) and 965 altered splicing events were detected (including in sortilin, the receptor for progranulin) following depletion of TDP-43 from mouse adult brain with antisense oligonucleotides. RNAs whose levels were most depleted by reduction in TDP-43 were derived from genes with very long introns and that encode proteins involved in synaptic activity. Lastly, we found that TDP-43 autoregulates its synthesis, in part by directly binding and enhancing splicing of an intron in the 3' untranslated region of its own transcript, thereby triggering nonsense-mediated RNA degradation.