Genome-wide association studies (GWAS) have been successful in identifying loci associated with a wide range of complex human traits and diseases. Up to now, the majority of GWAS have focused on European populations. However, the inclusion of other ethnic groups as well as admixed populations in GWAS studies is rapidly rising following the pressing need to extrapolate findings to non-European populations and to increase statistical power. In this paper, we describe the methodological steps surrounding genetic data generation, quality control, study design and analytical procedures needed to run GWAS in the multiethnic and highly admixed Generation R Study, a large prospective birth cohort in Rotterdam, the Netherlands. Furthermore, we highlight a number of practical considerations and alternatives pertinent to the quality control and analysis of admixed GWAS data.