<p> <b> Background: </b> In horned sheep breeds, breeding for polledness has been of interest for decades. The objective of this study was to improve prediction of the horned and polled phenotypes using horn scores classified as polled, scurs, knobs or horns. Derived phenotypes polled/non-polled (P/NP) and horned/non-horned (H/NH) were used to test four different strategies for prediction in 4001 purebred Merino sheep. These strategies include the use of single 'single nucleotide polymorphism' (SNP) genotypes, multiple-SNP haplotypes, genome-wide and chromosome-wide genomic best linear unbiased prediction and information from imputed sequence variants from the region including the <i>RXFP2</i> gene. Low-density genotypes of these animals were imputed to the Illumina Ovine high-density (600k) chip and the 1.78-kb insertion polymorphism in <i>RXFP2</i> was included in the imputation process to whole-genome sequence. We evaluated the mode of inheritance and validated models by a fivefold cross-validation and across- and between-family prediction. </p> <p> <b> Results: </b> The most significant SNPs for prediction of P/NP and H/NH were OAR10_29546872.1 and OAR10_29458450, respectively, located on chromosome 10 close to the 1.78-kb insertion at 29.5 Mb. The mode of inheritance included an additive effect and a sex-dependent effect for dominance for P/NP and a sex-dependent additive and dominance effect for H/NH. Models with the highest prediction accuracies for H/NH used either single SNPs or 3-SNP haplotypes and included a polygenic effect estimated based on traditional pedigree relationships. Prediction accuracies for H/ NH were 0.323 for females and 0.725 for males. For predicting P/NP, the best models were the same as for H/NH but included a genomic relationship matrix with accuracies of 0.713 for females and 0.620 for males. </p> <p> <b> Conclusions: </b> Our results show that prediction accuracy is high using a single SNP, but does not reach 1 since the causative mutation is not genotyped. Incomplete penetrance or allelic heterogeneity, which can influence expression of the phenotype, may explain why prediction accuracy did not approach 1 with any of the genetic models tested here. Nevertheless, a breeding program to eradicate horns from Merino sheep can be effective by selecting genotypes <i>GG</i> of SNP OAR10_29458450 or <i>TT</i> of SNP OAR10_29546872.1 since all sheep with these genotypes will be non-horned. </p>