The effect of pregnancy on milk yield and composition has long been recognised (Erb, 1952), yet it is not currently directly accounted for in genetic evaluations. In the UK, total lactation yields are adjusted for the effect of calving interval (CI) with adjustment factors (Brotherstone, 1987) which assume a constant effect across gestation stage (GS). The effect of pregnancy however varies with gestation stage (Coulon, 1995) and is different from the effect of CI. In genetic evaluation based on test day models, it is essential to account for the direct effect of pregnancy specific to individual records. The objective of this study was to estimate the effect of gestation stage on daily milk yield and its components in first lactation.