Due to the advancement in high throughput technology, single nucleotide polymorphism (SNP) is routinely being incorporated along with phenotypic information into genetic evaluation. However, this approach often cannot achieve high accuracy for some complex traits. It is possible that SNP markers are not sufficient to predict these traits due to the missing heritability caused by other genetic variations such as microsatellite and copy number variation (CNV), which have been shown to affect disease and complex traits in humans and other species. In this study, CNVs were included in a SNP based genomic selection framework. A Nellore cattle dataset consisting of 2230 animals genotyped on BovineHD SNP array was used, and 9 weight and carcass traits were analyzed. A total of six models were implemented and compared based on their prediction accuracy. For comparison, three models including only SNPs were implemented: 1) BayesA model, 2) Bayesian mixture model (BayesB), and 3) a GBLUP model without polygenic effects. The other three models incorporating both SNP and CNV included 4) a Bayesian model similar to BayesA (BayesA+CNV), 5) a Bayesian mixture model (BayesB+CNV), and 6) GBLUP with CNVs modeled as a covariable (GBLUP+CNV). Prediction accuracies were assessed based on Pearson’s correlation between de-regressed EBVs (dEBVs) and direct genomic values (DGVs) in the validation dataset. For BayesA, BayesB and GBLUP, accuracy ranged from 0.12 to 0.62 across the nine traits. A minimal increase in prediction accuracy for some traits was noticed when including CNVs in the model (BayesA+CNV, BayesB+CNV, GBLUP+CNV). This study presents the first genomic prediction study integrating CNVs and SNPs in livestock. Combining CNV and SNP marker information proved to be beneficial for genomic prediction of some traits in Nellore cattle.