Background: Genomic prediction aims to predict the breeding values of multiple complex traits assumed to be normally distributed, thus imposing linear genetic correlations between traits. However, these statistical methods are unable to model nonlinear genetic relationships between traits, if existent, potentially leading to a decrease in prediction accuracy. Deep learning (DL) is a promising methodology for predicting multiple complex traits, in scenarios where nonlinear genetic relationships are present, due to its capacity to capture complex and nonlinear patterns in large data. We proposed a novel pure DL model, designed to obtain predicted genetic values (PGV) while accounting for nonlinear genetic relationships between traits, and extended this model to a hybrid DLGBLUP model which uses the output of the traditional GBLUP, and enhances its PGV by using DL. Using simulated data, we compared the accuracy of the PGV obtained with the proposed pure DL model, the hybrid DLGBLUP model, and the traditional GBLUP model, the latter being our baseline reference. Results: We found that both DL and DLGBLUP models either outperformed GBLUP, or presented equally accurate PGV, with a particular greater accuracy for traits presenting a strongly characterized nonlinear genetic relationship. DLGBLUP presented the highest prediction accuracy and smallest mean squared error of the PGV for all traits. Additionally, we evolved a base population over seven generations and compared the genetic progress when selecting individuals based on the additive PGV obtained by either DL, DLGBLUP or GBLUP. For all traits with a nonlinear genetic relationship, after the fourth generation, the observed genetic gain when selection was based on the additive PGV from GBLUP was always inferior to the observed when selection was based on either DL or DLGBLUP. Conclusions: The integration of DL into genomic prediction has potential to bring significant advancements in the field. By identifying nonlinear genetic relationships, our DL and DLGBLUP models improved prediction accuracy. It offers an insight to genetic relationship and its evolution over generations, with potential to improve selection strategies in commercial livestock breeding programs. Moreover, DLGBLUP shows that DL can be used as a complement to statistical methods, by enhancing their performance.