The objective of the study was to evaluate genotype by environment interaction (GxEI) for yield traits in Holstein, Simmental and Brown breed cattle in Slovenia using multiple trait analysis. Data from Slovenian milk-recording scheme was used. The lactation records on cows having first to third calving in the period 1990-2004 and milk, protein and fat yield in 305 days were studied. The variables used to characterize the environment were herd-year averages of each trait. The multiple trait analysis was done using the highest and lowest quartiles of the environments. To study the GxEI, animal model methodology and the genetic correlation between the traits were used. GxEI was generally smaller for fat and milk yield than for protein yield. The lowest genetic correlations between high and low environments were estimated for protein yield, especially in Simmental (0.81) and in Brown (0.86) breed. In Holstein the correlation was higher, 0.94. The genetic correlations for fat yield were 0.95 for Brown and Simmental breed and 0.96 for Holstein. For milk yield the estimated genetic correlations were 0.88, 0.92 and 0.96 in Brown, Simmental and Holstein breed, respectively. Differences between variance components obtained in low and high quartile result in the rank of heritabilities from 0.04 to 0.12 in low and from 0.12 to 0.22 in high quartile.