We introduce Proteome-Wide Association Study (PWAS), a new method for detecting gene-phenotype associations mediated by protein function alterations. PWAS aggregates the signal of all variants jointly affecting a protein-coding gene and assesses their overall impact on the protein\'s function using machine learning and probabilistic models. Subsequently, it tests whether the gene exhibits functional variability between individuals that correlates with the phenotype of interest. PWAS can capture complex modes of heritability, including recessive inheritance. A comparison with GWAS and other existing methods proves its capacity to recover causal protein-coding genes and highlight new associations. PWAS is available as a command-line tool.