Genomic selection models were investigated to predict several complex traits in breeding populations of Zea mays L. and Eucalyptus globulus Labill. For this, the following methods of Machine Learning (ML) were implemented: (i) Deep Learning (DL) and (ii) Bayesian Regularized Neural Network (BRNN) both in combination with different hyperparameters. These ML methods were also compared with Genomic Best Linear Unbiased Prediction (GBLUP) and different Bayesian regression models [Bayes A, Bayes B, Bayes Cπ, Bayesian Ridge Regression, Bayesian LASSO, and Reproducing Kernel Hilbert Space (RKHS)]. DL models, using Rectified Linear Units (as the activation function), had higher predictive ability values, which varied from 0.27 (pilodyn penetration of 6 years old eucalypt trees) to 0.78 (flowering-related traits of maize). Moreover, the larger mini-batch size (100%) had a significantly higher predictive ability for wood-related traits than the smaller mini-batch size (10%). On the other hand, in the BRNN method, the architectures of one and two layers that used only the pureline function showed better results of prediction, with values ranging from 0.21 (pilodyn penetration) to 0.71 (flowering traits). A significant increase in the prediction ability was observed for DL in comparison with other methods of genomic prediction (Bayesian alphabet models, GBLUP, RKHS, and BRNN). Another important finding was the usefulness of DL models (through an iterative algorithm) as an SNP detection strategy for genome-wide association studies. The results of this study confirm the importance of DL for genome-wide analyses and crop/tree improvement strategies, which holds promise for accelerating breeding progress.