Gender of the calf whose birth initiates lactation could influence whole lactation milk yield of the dam due to hormonal influences on mammary gland development, or through calf gender effects on gestation length. Fetal gender could influence late lactation yields because cows become pregnant at peak lactation. The effects of calf gender sequences in parities 1–3 were assessed by separately fitting animal models to datasets from New Zealand comprising 274 000 Holstein Friesian and 85 000 Jersey cows, decreasing to 12 000 and 4 000 cows by parity 3. The lactation initiated by the birth of a female rather than a male calf was associated with a 0.33–1.1% (p≤0.05) higher milk yield. Female calf gender had carryover effects associated with higher milk yield in second lactations for Holstein Friesians (0.24%; p = 0.01) and third lactations for Jerseys (1.1%; p = 0.01). Cows giving birth to bull calves have 2 day longer gestations, which reduces lactation length in seasonal calving herds. Adding a covariate for lactation length to the animal model eroded some of these calf gender effects, such that calving a female led to higher milk yield only for second lactation Holstein Friesians (1.6%; p = 0.002). The interval centering method generates lower estimates of whole lactation yield when Wood’s lactation curves are shifted to the right by 2 days for male calves and this explained the higher yield in female calves when differences in lactation length were considered. Correlations of estimated breeding values between models including or excluding calf gender sequence were 1.00 for bulls or cows. Calf gender primarily influences milk yield through increased gestation length of male calves, and bias associated with the interval centering method used to estimate whole lactation milk yields. Including information on calf gender is unlikely to have an effect on selection response in New Zealand dairy cattle.