It is not economically feasible to sequence all study subjects in a large cohort. A cost-effective strategy is to sequence only the subjects with the extreme values of a quantitative trait. In the National Heart, Lung, and Blood Institute Exome Sequencing Project, subjects with the highest or lowest values of body mass index, LDL, or blood pressure were selected for whole-exome sequencing. Failure to account for such trait-dependent sampling can cause severe inflation of type I error and substantial loss of power in quantitative trait analysis, especially when combining results from multiple studies with different selection criteria. We present valid and efficient statistical methods for association analysis of sequencing data under trait-dependent sampling. We pay special attention to gene-based analysis of rare variants. Our methods can be used to perform quantitative trait analysis not only for the trait that is used to select subjects for sequencing but for any other traits that are measured. For a particular trait of interest, our approach properly combines the association results from all studies with measurements of that trait. This meta-analysis is substantially more powerful than the analysis of any single study. By contrast, meta-analysis of standard linear regression results (ignoring trait-dependent sampling) can be less powerful than the analysis of a single study. The advantages of the proposed methods are demonstrated through simulation studies and the National Heart, Lung, and Blood Institute Exome Sequencing Project data. The methods are applicable to other types of genetic association studies and nongenetic studies.