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Brazilian beef cattle are raised predominantly on pasture in a wide range of environments. In this scenario, genotype by environment (G×E) interaction is an important source of phenotypic variation in the reproductive traits. Hence, the evaluation of G×E interactions for heifer’s early pregnancy (HP) and scrotal circumference (SC) traits in Nellore cattle, belonging to three breeding programs, was carried out to determine the animal’s sensitivity to the environmental conditions (EC). The dataset consisted of 85 874 records for HP and 151 553 records for SC, from which 1800 heifers and 3343 young bulls were genotyped with the BovineHD BeadChip. Genotypic information for 826 sires was also used in the analyses. EC levels were based on the contemporary group solutions for yearling body weight. Linear reaction norm models (RNM), using pedigree information (RNM_A) or pedigree and genomic information (RNM_H), were used to infer G×E interactions. Two validation schemes were used to assess the predictive ability, with the following training populations: (a) forward scheme—dataset was split based on year of birth from 2008 for HP and from 2011 for SC; and (b) environment-specific scheme—low EC (−3.0 and −1.5) and high EC (1.5 and 3.0). The inclusion of the H matrix in RNM increased the genetic variance of the intercept and slope by 18.55 and 23.00% on average respectively, and provided genetic parameter estimates that were more accurate than those considering pedigree only. The same trend was observed for heritability estimates, which were 0.28–0.56 for SC and 0.26–0.49 for HP, using RNM_H, and 0.26–0.52 for SC and 0.22–0.45 for HP, using RNM_A. The lowest correlation observed between unfavorable (−3.0) and favorable (3.0) EC levels were 0.30 for HP and −0.12 for SC, indicating the presence of G×E interaction. The G×E interaction effect implied differences in animals’ genetic merit and re-ranking of animals on different environmental conditions. SNP marker–environment interaction was detected for Nellore sexual precocity indicator traits with changes in effect and variance across EC levels. The RNM_H captured G×E interaction effects better than RNM_A and improved the predictive ability by around 14.04% for SC and 21.31% for HP. Using the forward scheme increased the overall predictive ability for SC (20.55%) and HP (11.06%) compared with the environment-specific scheme. The results suggest that the inclusion of genomic information combined with the pedigree to assess the G×E interaction leads to more accurate variance components and genetic parameter estimates.