This study aims to analyze price transmission as well as the asymmetry in the transmission of beef cattle prices paid to the producer, among the main beef export markets; more precisely, Brazil, USA and Australia. By estimating an autoregressive vector model with error correction (VECM), it could be concluded that the beef cattle markets of the three main beef exporters in the world are integrated concerning the prices paid to the producers, even though there is a weak interdependence between these markets. By the Granger (1969) Causality test it was shown that Australian market volatility does not cause price changes in other markets, but changes in Brazilian beef prices cause changes in the US and Australian markets, also changes in US prices cause changes only in Australian prices. The test for asymmetry on the price transmission revealed that prices respond differently to increases or falls in other markets prices.