Neurophysiological measurements of the response to pre-pulse and startle stimuli have been suggested to represent an important endophenotype for both substance dependence and other select psychiatric disorders. We have previously shown, in young adult Mexican Americans (MA), that presentation of a short delay acoustic pre-pulse, prior to the startle stimuli can elicit a late negative component at about 400 msec (N4S), in the event-related potential (ERP), recorded from frontal cortical areas. In the present study, we investigated whether genetic factors associated with this endophenotype could be identified. The study included 420 (age 18–30 years) MA men (n = 170), and women (n = 250). DNA was genotyped using an Affymetrix Axiom Exome1A chip. An association analysis revealed that the CCKAR and CCKBR (cholecystokinin A and B receptor) genes each had a nearby variant that showed suggestive significance with the amplitude of the N4S component to pre-pulse stimuli. The neurotransmitter cholecystokinin (CCK), along with its receptors, CCKAR and CCKBR, have been previously associated with psychiatric disorders, suggesting that variants near these genes may play a role in the pre-pulse/startle response in this cohort.