Understanding the genetic architecture of phenotypic variation in natural populations is a fundamental goal of evolutionary genetics. Wild Soay sheep (Ovis aries) have an inherited polymorphism for horn morphology in both sexes, controlled by a single autosomal locus, Horns. The majority of males have large normal horns, but a small number have vestigial, deformed horns, known as scurs; females have either normal horns, scurs or no horns (polled). Given that scurred males and polled females have reduced fitness within each sex, it is counterintuitive that the polymorphism persists within the population. Therefore, identifying the genetic basis of horn type will provide a vital foundation for understanding why the different morphs are maintained in the face of natural selection. We conducted a genome-wide association study using ∼36 000 single nucleotide polymorphisms (SNPs) and determined the main candidate for Horns as RXFP2, an autosomal gene with a known involvement in determining primary sex characters in humans and mice. Evidence from additional SNPs in and around RXFP2 supports a new model of horn-type inheritance in Soay sheep, and for the first time, sheep with the same horn phenotype but different underlying genotypes can be identified. In addition, RXFP2 was shown to be an additive quantitative trait locus (QTL) for horn size in normal-horned males, accounting for up to 76% of additive genetic variation in this trait. This finding contrasts markedly from genome-wide association studies of quantitative traits in humans and some model species, where it is often observed that mapped loci only explain a modest proportion of the overall genetic variation.