In a previous study from 2014 it was found that US Holstein cows that gave birth to heifer calves produced more milk than cows having bull calves. We wanted to assess whether this is also true for Danish cattle. Data from 578 Danish Holstein herds were analysed with a mixed effect model and contrary to the findings in the US, we found that cows produced higher volumes of milk if they had a bull calf compared to a heifer calf. We found a significantly higher milk production of 0.28% in the first lactation period for cows giving birth to a bull calf, compared to a heifer calf. This difference was even higher when cows gave birth to another bull calf, so having two bull calves resulted in a difference of 0.52% in milk production compared to any other combination of sex of the offspring. Furthermore, we found that farmer assisted calvings were associated with a higher milk yield. Cows with no farmer assistance or with veterinary assistance during the most recent calving produced less milk. There were also indications that dams would favor a bull fetus by decreasing milk production during the second pregnancy if the calf born in the first parity was a heifer. We hypothesize that size of calves is a confounding factor for milk production. However, calving weight was not available in the present data set to test this hypothesis.