The objective of the present work was to evaluate the influence of the sex of the calf on total milk yield and its constituents of Holstein-Friesian dairy cows. The Holstein Livestock Breeders Association of Minas Gerais provided data collected over the years from 2000 to 2016 from 127 dairy farms located in the state of Minas Gerais – Brazil. The data set analyzed contained 61747 observations of Holstein-Friesian animals that calved female (n = 28903) or male (n = 32844) calf. Fat, protein, lactose, and total of solids were the components evaluated. The t test was used to evaluate milk yield and its components according to calf’s sex at an error level α < 0.05. Lactose was higher (P < 0.001) on the milk of cows that calved female calves (366.19 kg) than those who calved male calves (360.50 kg). Statistically significant difference (P < 0.001) was also observed for total solids content of milk among those cows that calved female calves (952.48 kg) than on those who calved males (938,1 kg). No statistical differences (P > 0.05) were observed for the other variables evaluated in the study. We, therefore, concluded that there was an impact of the sex of the calf on total lactose and total solid content yield of dairy milk. Cows that calves female calves yielded more lactose and total solids than those that calved male calves.