The objective of this research was to estimate heritabilities of milk urea nitrogen (MUN) and lactose in the first 3 parities and their genetic relationships with milk, fat, protein, and SCS in Canadian Holsteins. Data were a random sample of complete herds (60,645 test day records of 5,022 cows from 91 herds) extracted from the edited data set, which included 892,039 test-day records of 144,622 Holstein cows from 4,570 herds. A test-day animal model with multiple-trait random regression and the Gibbs sampling method were used for parameter estimation. Regression curves were modeled using Legendre polynomials of order 4. A total of 6 separate 4-trait analyses, which included MUN, lactose, or both (yield or percentage) with different combinations of production traits (milk, fat and protein yield, fat and protein percentages, and somatic cell score) were performed. Average daily heritabilities were moderately high for MUN (from 0.384 to 0.414), lactose kilograms (from 0.466 to 0.539), and lactose percentage (from 0.478 to 0.508). Lactose yield was highly correlated with milk yield (0.979). Lactose percentage and MUN were not genetically correlated with milk yield. However, lactose percentage was significantly correlated with somatic cell score (-0.202). The MUN was correlated with fat (0.425) and protein percentages (0.20). Genetic correlations among parities were high for MUN, lactose percentage, and yield. Estimated breeding values (EBV) of bulls for MUN were correlated with fat percentage EBV (0.287) and EBV of lactose percentage were correlated with lactation persistency EBV (0.329). Correlations between lactose percentage and MUN with fertility traits were close to zero, thus diminishing the potential of using those traits as possible indicators of fertility.