It has been suggested that traits associated with fitness, such as fertility, may have proportionately more genetic variation arising from non-additive effects than traits with higher heritability, such as milk yield. Here, we performed a large genome scan with 408,255 single nucleotide polymorphism (SNP) markers to identify chromosomal regions associated with dominance and epistatic (pairwise additive × additive) variability in milk yield and fertility (measured by calving interval), using 7,055 genotyped and phenotyped Holstein cows. The results were subsequently replicated in an independent set of 3,795 Jersey cows. We identified genome regions with replicated dominance effects for milk yield on Bos taurus autosomes (BTA) 2, 3, 5, 26 and 27 whereas SNPs with replicated dominance effects for fertility were found on BTA 1, 2, 3, 7, 23, 25 and 28. A number of significant epistatic effects for milk yield on BTA 14 were found across breeds. However, these were likely to be associated with the mutation in the diacylglycerol O-acyltransferase 1 (DGAT1) gene, given that the associations were no longer significant when the full additive effect of the DGAT1 mutation was included in the epistatic model. The results of our study suggest that individual non-additive effects make a small contribution to the genetic variation of milk yield and fertility.