In this paper, we report a series of separate and joint analyses of subjective well-being, depressive symptoms, and neuroticism. Our primary analysis is a genome-wide association study (GWAS) of subjective well-being based on data from 59 cohorts (N = 298,420). This GWAS identifies three loci associated with subjective well-being at genome-wide significance (p < 5×10−8). We supplement this primary analysis with auxiliary GWAS meta-analyses of depressive symptoms (N = 180,866) and neuroticism (N = 170,910), performed by combining publicly available summary statistics from published studies with new genome-wide analyses of additional data. In these auxiliary analyses we identify two loci associated with depressive symptoms and eleven with neuroticism, including two inversion polymorphisms. In depression data from an independent sample (N = 368,890), both depressive symptoms associations replicate (p = 0.004 and p = 0.015).