Background: Genomic prediction (GP) across breeds has so far resulted in low accuracies of the predicted genomic breeding values. Our objective was to evaluate whether using whole-genome sequence (WGS) instead of low-density markers can improve GP across breeds, especially when markers are pre-selected from a genome-wide association study (GWAS), and to test our hypothesis that many non-causal markers in WGS data have a diluting effect on accuracy of across-breed prediction. Methods: Estimated breeding values for stature and bovine high-density (HD) genotypes were available for 595 Jersey bulls from New Zealand, 957 Holstein bulls from New Zealand and 5553 Holstein bulls from the Netherlands. BovineHD genotypes for all bulls were imputed to WGS using Beagle4 and Minimac2. Genomic prediction across the three populations was performed with ASReml4, with each population used as single reference and as single validation sets. In addition to the 50k, HD and WGS, markers that were significantly associated with stature in a large meta-GWAS analysis were selected and used for prediction, resulting in 10 prediction scenarios. Furthermore, we estimated the proportion of genetic variance captured by markers in each scenario. Results: Across breeds, 50k, HD and WGS markers resulted in very low accuracies of prediction ranging from - 0.04 to 0.13. Accuracies were higher in scenarios with pre-selected markers from a meta-GWAS. For example, using only the 133 most significant markers in 133 QTL regions from the meta-GWAS yielded accuracies ranging from 0.08 to 0.23, while 23,125 markers with a - log10(p) higher than 7 resulted in accuracies of up 0.35. Using WGS data did not significantly improve the proportion of genetic variance captured across breeds compared to scenarios with few but pre-selected markers. Conclusions: Our results demonstrated that the accuracy of across-breed GP can be improved by using markers that are pre-selected from WGS based on their potential causal effect. We also showed that simply increasing the number of markers up to the WGS level does not increase the accuracy of across-breed prediction, even when markers that are expected to have a causal effect are included.