A total of 920 cows of Holstein-based H line, Ayrshire-based A line, and cross-bred C line between H and A lines was used to determine the genotypic and gene frequencies of milk protein types and to study the relationships of milk protein loci to first lactation yields. Effects of milk protein loci on first lactation performance were examined using classification and gene substitution models. Gene frequencies at the five milk protein loci studied were similar to those reported in the literature. Gene substitution at alpha s1-casein locus showed the greatest effects on first lactation yields compared to those at other milk protein loci. Unfortunately, the favorable B allele at this locus is almost fixed (the frequency of the B allele = .955), a result of long-term selection for high milk production in dairy cattle. The extremely high frequency of a favorable allele at the alpha s1-casein locus imposes a limitation for further genetic improvement at this locus unless a more favorable mutation can be induced. Although favorable alleles at beta-casein, kappa-casein, and beta-lactoglobulin loci exerted smaller effects on first lactation performance than those at the alpha s1-casein locus, their moderate frequencies in the current population can be raised to improve lactation yields through milk protein typing. The combined contribution of the four milk protein loci accounted for 8.9% of phenotypic variance in milk yield, 8.6% in protein yield, ad 5.0% in fat yield.