Cocaine reward and reinforcing effects are mediated mainly by dopaminergic neurotransmission. In this study, we aimed at evaluating gene expression changes induced by acute cocaine exposure on SH-SY5Y-differentiated cells, which have been widely used as a dopaminergic neuronal model. Expression changes and a concomitant increase in neuronal activity were observed after a 5 μM cocaine exposure, whereas no changes in gene expression or in neuronal activity took place at 1 μM cocaine. Changes in gene expression were identified in a total of 756 genes, mainly related to regulation of transcription and gene expression, cell cycle, adhesion and cell projection, as well as mitogen-activeated protein kinase (MAPK), CREB, neurotrophin and neuregulin signaling pathways. Some genes displaying altered expression were subsequently targeted with predicted functional single-nucleotide polymorphisms (SNPs) in a case-control association study in a sample of 806 cocaine-dependent patients and 817 controls. This study highlighted associations between cocaine dependence and five SNPs predicted to alter microRNA binding at the 3′-untranslated region of the NFAT5 gene. The association of SNP rs1437134 with cocaine dependence survived the Bonferroni correction for multiple testing. A functional effect was confirmed for this variant by a luciferase reporter assay, with lower expression observed for the rs1437134G allele, which was more pronounced in the presence of hsa-miR-509. However, brain volumes in regions of relevance to addiction, as assessed with magnetic resonance imaging, did not correlate with NFAT5 variation. These results suggest that the NFAT5 gene, which is upregulated a few hours after cocaine exposure, may be involved in the genetic predisposition to cocaine dependence.