Gene-environment (G × E) interactions have been invoked to account, at least in part, for the gap between the known heritability of common human diseases and the phenotypic variation hitherto explained by genetic variants. Noteworthy in this context, a case-only (CO) design has been proposed in the past as a means to detect G × E interactions possibly more efficiently than by using classical case-control and cohort designs. So far, however, most CO studies have followed a candidate (or single) gene approach, and the genome-wide utility of the CO design is still more or less unknown. In particular, the way in which linkage disequilibrium (LD) impacts upon the chance to detect G × E interaction through the analysis of proxy markers has not been studied in much detail before. Therefore, we systematically assessed the power to indirectly detect a given G × E interaction through exploiting LD in a CO design. Our simulations revealed a strong relationship between LD and detection power that was subsequently validated in a real colorectal cancer data set.