Abstract Background Claw diseases and mastitis represent the most important health issues in dairy cattle with a frequently mentioned connection to milk production. Although many studies have aimed at investigating this connection in more detail by estimating genetic correlations, they do not provide information about causality. An alternative is to carry out Mendelian randomization (MR) studies using genetic variants to investigate the effect of an exposure on an outcome trait mediated by genetic variants. No study has yet investigated the causal association of milk yield (MY) with health traits in dairy cattle. Hence, we performed a MR analysis of MY and seven health traits using imputed whole-genome sequence data from 34,497 German Holstein cows. We applied a method that uses summary statistics and removes horizontal pleiotropic variants (having an effect on both traits), which improves the power and unbiasedness of MR studies. In addition, genetic correlations between MY and each health trait were estimated to compare them with the estimates of causal effects that we expected. Results All genetic correlations between MY and each health trait were negative, ranging from − 0.303 (mastitis) to − 0.019 (digital dermatitis), which indicates a reduced health status as MY increases. The only non-significant correlation was between MY and digital dermatitis. In addition, each causal association was negative, ranging from − 0.131 (mastitis) to − 0.034 (laminitis), but the number of significant associations was reduced to five nominal and two experiment-wide significant results. The latter were between MY and mastitis and between MY and digital phlegmon. Horizontal pleiotropic variants were identified for mastitis, digital dermatitis and digital phlegmon. They were located within or nearby variants that were previously reported to have a horizontal pleiotropic effect, e.g., on milk production and somatic cell count. Conclusions Our results confirm the known negative genetic connection between health traits and MY in dairy cattle. In addition, they provide new information about causality, which for example points to the negative energy balance mediating the connection between these traits. This knowledge helps to better understand whether the negative genetic correlation is based on pleiotropy, linkage between causal variants for both trait complexes, or indeed on a causal association.