In the U.S., more than 80% of African-American smokers use mentholated cigarettes, compared to less than 30% of Caucasian smokers. The reasons for these differences are not well understood. To determine if genetic variation contributes to mentholated cigarette smoking, we performed an exome-wide association analysis in a multiethnic population-based sample from Dallas, TX (N = 561). Findings were replicated in an independent cohort of African Americans from Washington, DC (N = 741). We identified a haplotype of MRGPRX4 (composed of rs7102322[G], encoding N245S, and rs61733596[G], T43T), that was associated with a 5-to-8 fold increase in the odds of menthol cigarette smoking. The variants are present solely in persons of African ancestry. Functional studies indicated that the variant G protein-coupled receptor encoded by MRGPRX4 displays reduced agonism in both arrestin-based and G protein-based assays, and alteration of agonism by menthol. These data indicate that genetic variation in MRGPRX4 contributes to inter-individual and inter-ethnic differences in the preference for mentholated cigarettes, and that the existence of genetic factors predisposing vulnerable populations to mentholated cigarette smoking can inform tobacco control and public health policies.