This study aimed to evaluate the existence of genotype x environment interaction (GxE) for weaning weight in Nellore cattle, using reaction norms. Thus, 58,032 records of weaning weight adjusted to 205 days (WW) were analyzed, from animals born between 1987 and 2005, originating from three herds in different regions of Brazil. A random regression model was used to describe changes in breeding values according to the environmental gradient formed by different contemporary groups. Analyses were carried out utilizing INTERGEN software under a Bayesian approach. The solutions of contemporary groups distributed in the environmental gradient varied from −58 to +56 kg, and estimates of direct heritability coefficients ranged from 0.05 to 0.44 through the environmental gradient. Genetic correlation between intercept and slope of the reaction norms was 0.75, and the correlation between breeding values of bulls in different environments ranged from −0.38 to 0.99, being higher in highly favorable environments. The results showed the effect of genotype x environment interaction on weaning weight in the herds of this study, especially on the bulls’ rankings. Thus, the authors emphasize the importance of considering the GxE in the genetic evaluation of Nellore cattle, which will result in increased selection efficiency in the weaning period.