Genome-wide association studies in large populations have enriched our understanding of genetic variants implicated in health and disease while expression quantitative trait loci (eQTL) studies with microarray and bulk-RNA sequencing data showed us how these genetic variants affect the expression of one or more genes in a tissue-specific manner. However, it is much less known how genetic variants influence gene expression in various cell types within a tissue. This study, therefore, set to identify the cell-specific eQTLs in the human immune cells using single-cell sequencing technology. We have performed conditional cis-eQTL analysis on 14 cell types in 1242226 immune cells from 993 healthy human subjects and identified thousands of independent cis-eQTLs across 14 different immune cell types. We show that the majority of these eQTL were unique to an individual cell-type; however, eQTLs shared across the hematopoietic lineage are also identified. Linking GWAS variants with cis-eQTLs within different cell types, we were able to show disease variants exert their effects in specific cell types. We have shown cell-specific control of immune system disease and established a healthy immune cell resource at single-cell resolution to prioritise disease-associated variants in functional studies.