Birth and weaning weights adjusted for age of dam from four lines of Hereford cattle were analyzed to determine the relationships among grandmaternal, maternal, and direct genetic effects. Three lines were selected for 1) weaning weight (WWL), 2) yearling weight (YWL), and 3) an index of yearling weight and muscle score (IXL). The fourth line was an unselected control line (CTL). Numbers of observations ranged from 1,699 (CTL) to 2,811 (WWL), and number of animals in the pedigree file ranged from 2,266 to 3,192. Two animal models were used to obtain estimates by REML using an average information method. Model 1 included random direct and maternal genetic, permanent maternal environmental, and residual environmental effects, and fixed sex × year effects. Model 2 additionally included random grandmaternal genetic and permanent grandmaternal environmental effects. For birth weight, Models 1 and 2 gave almost identical estimates for direct and maternal heritability, and for the fraction of variance that was due to maternal permanent environmental effects. Estimates for grandmaternal heritability could be obtained only for IXL (.03) and CTL (.01). For weaning weight, estimates for direct heritability were similar from both models. Estimates for maternal heritability from Model 1 were .18, .20, .13, and .20, and corresponding estimates from Model 2 were .34, .31, .13, and .34 for WWL, YWL, IXL, and CTL, respectively. For IXL, estimates for variances that were due to grandmaternal genetic and grandmaternal permanent environmental variances could not be obtained and were set to zero. Grandmaternal heritability estimates for WWL, YWL, and CTL were .05, .09, and .12. Estimates of correlations between direct and maternal genetic effects were −.13, −.44, −.11, and −.26 for WWL, YWL, IXL, and CTL. Estimates of correlations between direct and grandmaternal genetic effects were .21, .83, and .55, and those between maternal and grandmaternal genetic effects were −.99, −.84, and −.76 for WWL, YWL, and CTL, respectively. These results indicate that grandmaternal effects may be important for weaning weight and that maternal heritability may be underestimated if grandmaternal effects are not included in the model.