The objectives of the current study were to investigate the additive genetic associations between heifer pregnancy at 16 months of age (HP16) and age at first calving (AFC) with weight gain from birth to weaning (WG), yearling weight (YW) and mature weight (MW), in order to verify the possibility of using the traits measured directly in females as selection criteria for the genetic improvement of sexual precocity in Nelore cattle. (Co)variance components were estimated by Bayesian inference using a linear animal model for AFC, WG, YW and MW and a nonlinear (threshold) animal model for HP16. The posterior means of direct heritability estimates were: 0.45 ± 0.02; 0.10± 0.01; 0.23± 0.02; 0.36± 0.01 and 0.39± 0.04, for HP16, AFC, WG, YW and MW, respectively. Maternal heritability estimate for WG was 0.07 ± 0.01. Genetic correlations estimated between HP16 and WG, YW and MW were 0.19± 0.04; 0.25± 0.06 and 0.14± 0.05, respectively. The genetic correlations of AFC with WG, YW and MW were low to moderate and negative, with values of −0.18± 0.06; −0.22 ± 0.05 and −0.12± 0.05, respectively. The high heritability estimated for HP16 suggests that this trait seem to be a better selection criterion for females sexual precocity than AFC. Long-term selection for animals that are heavier at young ages tends to improve the heifers sexual precocity evaluated by HP16 or AFC. Predicted breeding values for HP16 can be used to select bulls and it can lead to an improvement in sexual precocity. The inclusion of HP16 in a selection index will result in small or no response for females mature weight.