Autosomal variants have successfully been associated with trait neuroticism in genome-wide analysis of adequately powered samples. But such studies have so far excluded the X chromosome from analysis. Here, we report genetic association analyses of X chromosome and XY pseudoautosomal single nucleotide polymorphisms (SNPs) and trait neuroticism using UK Biobank samples (N = 405,274). Significant association was found with neuroticism on the X chromosome for 204 markers found within three independent loci (a further 783 were suggestive). Most of the lead neuroticism-related X chromosome variants were located in intergenic regions (n = 397). Involvement of HS6ST2, which has been previously associated with sociability behaviour in the dog, was supported by single SNP and gene-based tests. We found that the amino acid and nucleotide sequences are highly conserved between dogs and humans. From the suggestive X chromosome variants, there were 19 nearby genes which could be linked to gene ontology information. Molecular function was primarily related to binding and catalytic activity; notable biological processes were cellular and metabolic, and nucleic acid binding and transcription factor protein classes were most commonly involved. X-variant heritability of neuroticism was estimated at 0.22% (SE = 0.05) from a full dosage compensation model. A polygenic X-variant score created in an independent sample (maximum N ≈ 7,300) did not predict significant variance in neuroticism, psychological distress, or depressive disorder. We conclude that the X chromosome harbours significant variants influencing neuroticism, and might prove important for other quantitative traits and complex disorders.