Total of 20500 normal first lactation of German Friesian cows from 23 herds sired by 1003 bulls, were used to estimate the genetic and phenotypic parameters of 1st milk yield (MY), 1st fat yield (FY) and 1st protein yield (PY). Analysis was carried out using a mixed model including year and season of calving and the herd as fixed effects, age at first calving as a covariate and sires as a random effect. Least squares means were, 6096, 253 and 201, kg for MY, FY and PY, respectively. Heritability estimates were, 0.35 ± 0.02, 0.29 ± 0.02 and 0.29 ± 0.02 for the previous traits, respectively. All genetic and phenotypic correlations were positive and high (0.66 to 0.92). Four selection indices for improving milk traits were constructed including all combinations of two or three traits studied. The expected genetic change per generation ranged between 338 kg and 344 kg for MY, 4.11 kg and 10.81 kg for FY and 7.55 kg and 7.98 kg for PY. The maximum predicted genetic improvement in milk and protein yields were 344.18 kg and 7.98 kg per generation and achieved by I₃, while the highest predicted genetic response for fat yield gave by I₄ (10.81 kg). Index I₁ which included MY, FY and PY was the best (R_IH=0.66) and recommended for genetic improvement of German Friesian cows if the selection was exercised at the end of the first lactation.