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The objective of this study was to compare accuracies of different Bayesian regression models in predicting molecular breeding values for health traits in Holstein cattle. The dataset was composed of 2505 records reporting the occurrence of retained fetal membranes (RFM), metritis (MET), mastitis (MAST), displaced abomasum (DA), lameness (LS), clinical endometritis (CE), respiratory disease (RD), dystocia (DYST) and subclinical ketosis (SCK) in Holstein cows, collected between 2012 and 2014 in 16 dairies located across the US. Cows were genotyped with the Illumina BovineHD (HD, 777K). The quality controls for SNP genotypes were HWE P-value of at least 1 × 10−10; MAF greater than 0.01 and call rate greater than 0.95. The FImpute program was used for imputation of missing SNP markers. The effect of each SNP was estimated using the Bayesian Ridge Regression (BRR), Bayes A, Bayes B and Bayes Cπ methods. The prediction quality was assessed by the area under the curve, the prediction mean square error and the correlation between genomic breeding value and the observed phenotype, using a leave-one-out cross-validation technique that avoids iterative cross-validation. The highest accuracies of predictions achieved were: RFM [Bayes B (0.34)], MET [BRR (0.36)], MAST [Bayes B (0.55), DA [Bayes Cπ (0.26)], LS [Bayes A (0.12)], CE [Bayes A (0.32)], RD [Bayes Cπ (0.23)], DYST [Bayes A (0.35)] and SCK [Bayes Cπ (0.38)] models. Except for DA, LS and RD, the predictive abilities were similar between the methods. A strong relationship between the predictive ability and the heritability of the trait was observed, where traits with higher heritability achieved higher accuracy and lower bias when compared with those with low heritability. Overall, it has been shown that a high-density SNP panel can be used successfully to predict genomic breeding values of health traits in Holstein cattle and that the model of choice will depend mostly on the genetic architecture of the trait.