Foetal calves produce sex hormones that can enter the maternal bloodstream. Male calves typically have longer gestations than female calves resulting in shorter lactations in pastoral production systems. Both of these phenomena could influence milk yields of the dam. North American and French studies have reported conflicting results as to the size of calf gender effects on milk yield. This study used a dataset from New Zealand dairy cattle to fit calf gender effects and quantify the impact of including calf gender when estimating breeding values. The regressions of lactation yield on days in milk were different for second parity cows according to whether the cows had produced male or female calves. The gender of a cow’s second calf had an effect on second lactation milk yield in Holstein Friesians. There was minimal re-ranking of animals when calf gender was included in the model used for breeding value estimation and the expected genetic gain was similar with and without calf gender included in the analytical model.