Genome-wide association study has been proven as a powerful tool for identifying genomic variants associated with economically important traits in domestic animal breeds. Our study is the first step toward the creating the reference population of Russian Holsteins to utilize the genomic information in the dairy cattle breeding programs in Russia. The objective of our study was to evaluate the association between SNPs and estimated breeding values (EBVs) for milk production traits. The genomic data were obtained by genotyping 195 progeny-tested and 61 young bulls using the Illumina Bovine SNP50 v2 BeadChip. The SNP’s quality control was performed by using Plink (1.07) software. BLUP AM approach has been used to estimate the marker effects which were applied then to calculate the genomic EBVs for young bulls to increase the prediction reliability of the associations. Direct genomic and genomic EBVs (by GBLUP) were estimated for 305-d milk yield (MY), milk fat yield (FY), milk protein yield (PY), fat percent (FP) and protein percentage (PP). After the quality control, 41370 SNPs were selected for the association analysis. The average number of daughters per sire was about 240 and the reliability of EBVs amounted 87%. The linkage disequilibrium was r² = 0.41. The Bonferroni correction for detection significant associations was applied as P < 1.2 × 10⁻⁶. Two SNPs which had the most significant effect for MY were identified: ARS-BFGL-NGS-50172 on BTA17 (P = 7.6 × 10⁻⁸) and Hapmap54246-rs29017970 on BTA13 (P = 1.7 × 10⁻⁷). The association analysis for milk components revealed 3 SNPs significantly associated with FP: BTA-104917-no-rs on BTA9 (P = 4.1 × 10⁻⁸), ARS-BFGL-NGS-107379 on BTA14 (P = 6.0 × 10⁻⁷) and BTB-01604502 on BTA9 (P = 1.1 × 10⁻⁶). The effect on PP was shown for SNP Hapmap43278-BTA-50082 on BTA20 (P = 8.0 × 10⁻⁷). Few SNPs were found to have the effects on FY and PY traits. The significant effects of SNPs explained from 9.0 to 11.3% of additive genetic variances. Supported by the Russian Ministry of Education and Science (RFMEFI60414X0062).