Many complex human diseases are highly sexually dimorphic, suggesting a potential contribution of the X chromosome to disease risk. However, the X chromosome has been neglected or incorrectly analyzed in most genome-wide association studies (GWAS). We present tailored analytical methods and software that facilitate X-wide association studies (XWAS), which we further applied to reanalyze data from 16 GWAS of different autoimmune and related diseases (AID). We associated several X-linked genes with disease risk, among which (1) ARHGEF6 is associated with Crohn's disease and replicated in a study of ulcerative colitis, another inflammatory bowel disease (IBD). Indeed, ARHGEF6 interacts with a gastric bacterium that has been implicated in IBD. (2) CENPI is associated with three different AID, which is compelling in light of known associations with AID of autosomal genes encoding centromere proteins, as well as established autosomal evidence of pleiotropy between autoimmune diseases. (3) We replicated a previous association of FOXP3, a transcription factor that regulates T-cell development and function, with vitiligo; and (4) we discovered that C1GALT1C1 exhibits sex-specific effect on disease risk in both IBDs. These and other X-linked genes that we associated with AID tend to be highly expressed in tissues related to immune response, participate in major immune pathways, and display differential gene expression between males and females. Combined, the results demonstrate the importance of the X chromosome in autoimmunity, reveal the potential of extensive XWAS, even based on existing data, and provide the tools and incentive to properly include the X chromosome in future studies.