Identifying gene-regulatory targets of nuclear proteins in tissues is a challenge. Here we describe intranuclear cellular indexing of transcriptomes and epitopes (inCITE-seq), a scalable method that measures multiplexed intranuclear protein levels and the transcriptome in parallel across thousands of nuclei, enabling joint analysis of transcription factor (TF) levels and gene expression in vivo. We apply inCITE-seq to characterize cell state-related changes upon pharmacological induction of neuronal activity in the mouse brain. Modeling gene expression as a linear combination of quantitative protein levels revealed genome-wide associations of each TF and recovered known gene targets. TF-associated genes were coexpressed as distinct modules that each reflected positive or negative TF levels, showing that our approach can disentangle relative putative contributions of TFs to gene expression and add interpretability to inferred gene networks. inCITE-seq can illuminate how combinations of nuclear proteins shape gene expression in native tissue contexts, with direct applications to solid or frozen tissues and clinical specimens.