AbstractSugarcane has a complex, highly polyploid genome with multi‐species ancestry. Additive models for genomic prediction of clonal performance might not capture interactions between genes and alleles from different ploidies and ancestral species. As such, genomic prediction in sugarcane presents an interesting case for machine learning (ML) methods, which are purportedly able to deal with high levels of complexity in prediction. Here, we investigated deep learning (DL) neural networks, including multilayer networks (MLP) and convolution neural networks (CNN), and an ensemble machine learning approach, random forest (RF), for genomic prediction in sugarcane. The data set used was 2912 sugarcane clones, scored for 26,086 genome wide single nucleotide polymorphism markers, with final assessment trial data for total cane harvested (TCH), commercial cane sugar (CCS), and fiber content (Fiber). The clones in the latest trial (2017) were used as a validation set. We compared prediction accuracy of these methods to genomic best linear unbiased prediction (GBLUP) extended to include dominance and epistatic effects. The prediction accuracies from GBLUP models were up to 0.37 for TCH, 0.43 for CCS, and 0.48 for Fiber, while the optimized ML models had prediction accuracies of 0.35 for TCH, 0.38 for CCS, and 0.48 for Fiber. Both RF and DL neural network models have comparable predictive ability with the additive GBLUP model but are less accurate than the extended GBLUP model.