Sugarcane mosaic virus (SCMV) is the main etiological agent of sugarcane mosaic disease, which affects sugarcane, maize and other economically important grass species. Despite the extensive characterization of quantitative trait loci controlling resistance to SCMV in maize, the genetic basis of this trait is largely unexplored in sugarcane. Here, a genome-wide association study was performed and machine learning coupled to feature selection was used for the genomic prediction of resistance to SCMV in a diverse panel of sugarcane accessions. This ultimately led to the identification of nine single nucleotide polymorphisms (SNPs) explaining up to 29.9% of the phenotypic variance and a 73-SNP set that predicted resistance with high accuracy, precision, recall, and F1 scores. Both marker sets were validated in additional sugarcane genotypes, in which the SNPs explained up to 23.6% of the phenotypic variation and predicted resistance with a maximum accuracy of 69.1%. Synteny analyses showed that the gene responsible for the major SCMV resistance in maize is probably absent in sugarcane, explaining why such a major resistance source is thus far unknown in this crop. Lastly, using sugarcane RNA sequencing data, markers associated with the resistance to SCMV in sugarcane were annotated and a gene coexpression network was constructed to identify the predicted biological processes involved in SCMV resistance. This allowed the identification of candidate resistance genes and confirmed the involvement of stress responses, photosynthesis and regulation of transcription and translation in the resistance to this virus. These results provide a viable marker-assisted breeding approach for sugarcane and identify target genes for future molecular studies on resistance to SCMV.