Different approaches for predicting genetic merit of piglet preweaning survival were compared using proportional hazard, threshold (TM), and sequential threshold (STM) models. Data were from 13,924 crossbred piglets (1,347 litters), born from 2000 to 2006, and originated by mating 189 Large White C21 Gorzagri boars to 328 Large White-derived crossbred sows. A frailty proportional hazard model was fitted assuming 2 different baseline hazard functions (Cox and Weibull time-dependent model) and including sire and nursed litter as random effects. The TM and STM included the same effects as considered in the proportional hazard model. Model fitting was evaluated in terms of goodness of fit and predictive ability. The goodness-of-fit was evaluated using the local weighted regression and the mean squared error, whereas the predictive ability was assessed by using a cross-validation procedure. Estimated sire variances for piglet preweaning mortality were low, and heritability ranged from 0.04 to 0.06. All 4 models led to similar ranking of sires. Results suggest that STM may be preferred to the other models for genetic evaluation of piglet preweaning survival, both for its better predictive ability and its easier interpretation. Further, STM is computationally less demanding than survival models and allows for estimating different variance components from birth up to weaning.