Foxtail millet (Setaria italica), a very important grain crop in China, has become a new model plant for cereal crops and biofuel grasses. Although its reference genome sequence was released recently, quantitative trait loci (QTLs) controlling complex agronomic traits remains limited. The development of massively parallel genotyping methods and next-generation sequencing technologies provides an excellent opportunity for developing single-nucleotide polymorphisms (SNPs) for linkage map construction and QTL analysis of complex quantitative traits. In this study, a high-throughput and cost-effective RAD-seq approach was employed to generate a high-density genetic map for foxtail millet. A total of 2,668,587 SNP loci were detected according to the reference genome sequence; meanwhile, 9,968 SNP markers were used to genotype 124 F2 progenies derived from the cross between Hongmiaozhangu and Changnong35; a high-density genetic map spanning 1648.8 cM, with an average distance of 0.17 cM between adjacent markers was constructed; 11 major QTLs for eight agronomic traits were identified; five co-dominant DNA markers were developed. These findings will be of value for the identification of candidate genes and marker-assisted selection in foxtail millet.