The aim of this study was to assess the occurrence of genotype-environment interaction, as well as its effects on the magnitude of genetic parameters and the classification of Nellore breeding bulls for the trait adjusted weight at 205 days (W205) on Southern Brazil. The components of (co)variance were estimated by Bayesian inference, using a linear-linear animal model in a bi-trait analysis. The proposed model for the analyses considers as random the direct additive genetic and maternal effects and residual effects, and as fixed effects the contemporary groups, sex, season of birth and weighing, and calving age as covariable (linear and quadratic effects). The a posteriori mean estimates of the direct heritabilities for W205 in the three States varied from 0.24 in Paraná (PR) to 0.34 in Santa Catarina (SC). The estimates of maternal heritability varied from 0.23 in SC and Rio Grande do Sul (RS) to 0.28 in PR. The a posteriori mean distributions of the genetic correlation varied from 0.52 between SC and RS, to 0.84 between PR and RS, suggesting that the best breeding bulls in SC are not the same as in RS.