One major function of lncRNA is to regulate the expression of mRNA, but the patterns of their interactions were largely unknown. We attempted to construct lncRNA-mRNA interaction modules at a genome-wide scale. We performed a genome-wide lncRNA-mRNA eQTL analysis in peripheral blood mononuclear cells of 43 individuals, followed by weighted gene co-expression network analysis and functional enrichment analysis which sought to detect functional modules. There were 4627 significant cis lnc-eQTL pairs (P < 1.4 × 10-6) and 1,587,128 significant trans lnc-eQTL pairs (P < 3.46 × 10-9). We detected 11 eQTL modules for the lnc-eQTL networks. Among them, five modules showed significant enrichments in GO terms, and three modules showed significant enrichments in specific KEGG pathways (e.g., Toll-like receptor, PI3K-Akt, NF-kappa B, and TNF signaling pathways). lncRNA-protein interaction analysis showed that some well-known functional lncRNAs (HOTAIR, CCDC26, RHPN1-AS1, WT1-AS, and TCL6) in the eQTL module interacted with genes in focal adhesion and PI3K-Akt signaling pathway. We identified biologically functional lncRNA-mRNA interaction modules by integrating eQTL and weighted gene co-expression network analysis. Integrative analysis of lncRNA and mRNA data by applying eQTL analysis and weighted gene co-expression network analysis methods could be helpful for functional annotation of lncRNAs.