Here we use deep sequencing to identify sources of variation in mRNA splicing in the dorsolateral prefrontal cortex (DLPFC) of 450 subjects from two aging cohorts. Hundreds of aberrant pre-mRNA splicing events are reproducibly associated with Alzheimer's disease. We also generate a catalog of splicing quantitative trait loci (sQTL) effects: splicing of 3,006 genes is influenced by genetic variation. We report that altered splicing is the mechanism for the effects of the PICALM, CLU and PTK2B susceptibility alleles. Furthermore, we performed a transcriptome-wide association study and identified 21 genes with significant associations with Alzheimer's disease, many of which are found in known loci, whereas 8 are in novel loci. These results highlight the convergence of old and new genes associated with Alzheimer's disease in autophagy-lysosomal-related pathways. Overall, this study of the transcriptome of the aging brain provides evidence that dysregulation of mRNA splicing is a feature of Alzheimer's disease and is, in some cases, genetically driven.