Finding epistatic interactions in large association studies like genome-wide association studies (GWAS) with the nowadays-available large volume of genomic data is a challenging and largely unsolved issue. Few previous studies could handle genome-wide data due to the intractable difficulties met in searching a combinatorial explosive search space and statistically evaluating epistatic interactions given a limited number of samples. Our work is a contribution to this field. We propose a novel approach combining K-Nearest Neighbors (KNN) and Multi Dimensional Reduction (MDR) methods for detecting gene-gene interactions as a possible alternative to existing algorithms, e especially in situations where the number of involved determinants is high. After describing the approach, a comparison of our method (KNN-MDR) to a set of the other most performing methods (i.e., MDR, BOOST, BHIT, MegaSNPHunter and AntEpiSeeker) is carried on to detect interactions using simulated data as well as real genome-wide data.