Fluoropyrimidines, including 5-fluororacil (5FU) and its pro-drug Capecitabine, are the common treatment for colorectal, breast, neck and head cancers—either as monotherapy or in combination therapy. Adverse reactions (ADRs) to the treatment are common and often result in treatment discontinuation or dose reduction. Factors contributing to ADRs, including genetic variation, are poorly characterized. We performed exome array analysis to identify genetic variants that contribute to adverse reactions. Our final dataset consisted of 504 European ancestry individuals undergoing fluoropyrimidine-based therapy for gastrointestinal cancer. A subset of 254 of these were treated with Capecitabine. All individuals were genotyped on the Illumina HumanExome Array. Firstly, we performed SNP and gene-level analyses of protein-altering variants on the array to identify novel associations the following ADRs, which were grouped into four phenotypes based on symptoms of diarrhea, mucositis, and neutropenia and hand-and-foot syndrome. Secondly, we performed detailed analyses of the HLA region on the same phenotypes after imputing the HLA alleles and amino acids. No protein-altering variants, or sets of protein-altering variants collapsed into genes, were associated with the main outcomes after Bonferroni correction. We found evidence that the HLA region was enriched for associations with Hand-and-Foot syndrome (p = 0.023), but no specific SNPs or HLA alleles were significant after Bonferroni correction. Larger studies will be required to characterize the genetic contribution to ADRs to 5FU. Future studies that focus on the HLA region are likely to be fruitful.