An important question arises when mapping quantitative trait loci (QTLs) for genetically correlated traits: is the correlation due to pleiotropy (a single QTL affecting more than one trait) and/or close linkage (different QTLs that are physically close to each other and influence the traits)? In this article, we propose the Close Linkage versus Pleiotropism (CLIP) test, a fast, simple and powerful method to distinguish between these two situations. The CLIP test is based on the comparison of the square of the observed correlation between a combination of apparent effects at the marker level to the minimal value it can take under the pleiotropic assumption. A simulation study was performed to estimate the power and alpha risk of the CLIP test and compare it to a test that evaluated whether the confidence intervals of the two QTLs overlapped or not (CI test). On average, the CLIP test showed a higher power (68%) to detect close-linked QTLs than the CI test (43%) and a same alpha risk (4%).