Orange rust caused by Puccinia kuehnii is a major emerging disease in many sugarcane-producing countries. Breeding for resistant varieties is the main strategy for controlling orange rust. The rapid spread of this disease in recently contaminated sugarcane industries offers the opportunity to use on-going breeding trials to investigate the effect of orange rust on yield traits and gauge levels of resistance required to minimize losses. Orange rust was first observed in 2018 in Reunion. This study reports the effects of the disease on cane yield (CY), recoverable sugar (RS), fiber content (FIB) and economic index (EI) in five environments of Reunion’s sugarcane breeding program located in diverse agro-climatic zones. Disease resistance assessed under natural infection had high broad-sense heritability (0.76–0.91) in multi-environment analyses. Mean infection levels differed between locations congruently with location differences for two influential climatic parameters (humidity and temperature). Maximum potential yield losses ($${YL}_{max}$$ YL max ) associated with orange rust were estimated using regression analyses of yield traits versus disease susceptibility. $${YL}_{max}$$ YL max for CY and EI varied between environments and reached up to 26.0% and 24.2% respectively, in one of the most humid environments. RS was either unaffected or only slightly increased by the disease. In contrast, FIB was always reduced by the disease ($${YL}_{max}$$ YL max ≤6.5%). Multi-environment analyses of yield traits of varieties common to all five environments gave insights into the impact of orange rust on the yielding ability of these varieties across all environments. All these data provide food for thoughts to efficient breeding strategies for varietal resistance to orange rust.