From records of genealogy and lactation milk yield, supplied by Brazilian Association of Girolando Breeders, it was investigated the presence of heterogeneous variances for milk yield in Holstein x Gir crossbred cows and their consequences on animals genetic evaluation. Estimates of the components of (co)variance were obtained through the method of restricted maximum likelihood (REML) under animal model, using one-trait and three-trait models, being the last one the yields of milk from animals of the genetic groups 1/2, 5/8 and 3/4 considered as different traits. The heritability estimate for milk yield obtained by the one-trait model was 0.31, while the three-trait models were 0.19, 0.26 and 0.37 for the milk yields in the genetic groups 1/2, 5/8 and 3/4, respectively. The ranking of the animals in function of the predicted breeding values were different when it was used the one-trait or three-trait models. The results showed the existence of heterogeneous variances for the lactation milk yield among the base genetic groups of Girolando Breed.