Standard approaches to data analysis in genome-wide association studies (GWAS) ignore any potential functional relationships between gene variants. In contrast gene pathways analysis uses prior information on functional structure within the genome to identify pathways associated with a trait of interest. In a second step, important single nucleotide polymorphisms (SNPs) or genes may be identified within associated pathways. The pathways approach is motivated by the fact that genes do not act alone, but instead have effects that are likely to be mediated through their interaction in gene pathways. Where this is the case, pathways approaches may reveal aspects of a trait's genetic architecture that would otherwise be missed when considering SNPs in isolation. Most pathways methods begin by testing SNPs one at a time, and so fail to capitalise on the potential advantages inherent in a multi-SNP, joint modelling approach. Here, we describe a dual-level, sparse regression model for the simultaneous identification of pathways and genes associated with a quantitative trait. Our method takes account of various factors specific to the joint modelling of pathways with genome-wide data, including widespread correlation between genetic predictors, and the fact that variants may overlap multiple pathways. We use a resampling strategy that exploits finite sample variability to provide robust rankings for pathways and genes. We test our method through simulation, and use it to perform pathways-driven gene selection in a search for pathways and genes associated with variation in serum high-density lipoprotein cholesterol levels in two separate GWAS cohorts of Asian adults. By comparing results from both cohorts we identify a number of candidate pathways including those associated with cardiomyopathy, and T cell receptor and PPAR signalling. Highlighted genes include those associated with the L-type calcium channel, adenylate cyclase, integrin, laminin, MAPK signalling and immune function.