Genomic selection (GS) has become an indispensable tool in modern plant breeding, particularly for complex traits. This study aimed to assess the efficacy of GS in predicting rust (Uromyces pisi) resistance in pea (Pisum sativum), using a panel of 320 pea accessions and a set of 26,045 Silico-Diversity Arrays Technology (Silico-DArT) markers. We compared the prediction abilities of different GS models and explored the impact of incorporating marker × environment (M×E) interaction as a covariate in the GBLUP (genomic best linear unbiased prediction) model. The analysis included phenotyping data from both field and controlled conditions. We assessed the predictive accuracies of different cross-validation strategies and compared the efficiency of using single traits versus a multi-trait index, based on factor analysis and ideotype-design (FAI-BLUP), which combines traits from controlled conditions. The GBLUP model, particularly when modified to include M×E interactions, consistently outperformed other models, demonstrating its suitability for traits affected by complex genotype-environment interactions (GEI). The best predictive ability (0.635) was achieved using the FAI-BLUP approach within the Bayesian Lasso (BL) model. The inclusion of M×E interactions significantly enhanced prediction accuracy across diverse environments in GBLUP models, although it did not markedly improve predictions for non-phenotyped lines. These findings underscore the variability of predictive abilities due to GEI and the effectiveness of multi-trait approaches in addressing complex traits. Overall, our study illustrates the potential of GS, especially when employing a multi-trait index like FAI-BLUP and accounting for M×E interactions, in pea breeding programs focused on rust resistance.