We used cross-linking and immunoprecipitation coupled with high-throughput sequencing to identify binding sites in 6,304 genes as the brain RNA targets for TDP-43, an RNA binding protein that, when mutated, causes amyotrophic lateral sclerosis. Massively parallel sequencing and splicing-sensitive junction arrays revealed that levels of 601 mRNAs were changed (including Fus (Tls), progranulin and other transcripts encoding neurodegenerative disease–associated proteins) and 965 altered splicing events were detected (including in sortilin, the receptor for progranulin) following depletion of TDP-43 from mouse adult brain with antisense oligonucleotides. RNAs whose levels were most depleted by reduction in TDP-43 were derived from genes with very long introns and that encode proteins involved in synaptic activity. Lastly, we found that TDP-43 autoregulates its synthesis, in part by directly binding and enhancing splicing of an intron in the 3′ untranslated region of its own transcript, thereby triggering nonsense-mediated RNA degradation.