In MRI scans of patients with anorexia nervosa (AN), reductions in brain volume are often apparent. However, it is unknown whether such brain abnormalities are influenced by genetic determinants that partially overlap with those underlying AN. Here, we used a battery of methods (LD score regression, genetic risk scores, sign test, SNP effect concordance analysis, and Mendelian randomization) to investigate the genetic covariation between subcortical brain volumes and risk for AN based on summary measures retrieved from genome-wide association studies of regional brain volumes (ENIGMA consortium, n = 13,170) and genetic risk for AN (PGC-ED consortium, n = 14,477). Genetic correlations ranged from − 0.10 to 0.23 (all p > 0.05). There were some signs of an inverse concordance between greater thalamus volume and risk for AN (permuted p = 0.009, 95% CI: [0.005, 0.017]). A genetic variant in the vicinity of ZW10, a gene involved in cell division, and neurotransmitter and immune system relevant genes, in particular DRD2, was significantly associated with AN only after conditioning on its association with caudate volume (pFDR = 0.025). Another genetic variant linked to LRRC4C, important in axonal and synaptic development, reached significance after conditioning on hippocampal volume (pFDR = 0.021). In this comprehensive set of analyses and based on the largest available sample sizes to date, there was weak evidence for associations between risk for AN and risk for abnormal subcortical brain volumes at a global level (that is, common variant genetic architecture), but suggestive evidence for effects of single genetic markers. Highly powered multimodal brain- and disorder-related genome-wide studies are needed to further dissect the shared genetic influences on brain structure and risk for AN.