Abstract Background Genomic selection has been successfully implemented in many livestock and crop species. The genomic best linear unbiased predictor (GBLUP) approach, assigning equal variance to all SNP effects, is one of the reference methods. When large-effect variants contribute to complex traits, it has been shown that genomic prediction methods that assign a higher variance to subsets of SNP effects can achieve higher prediction accuracy. We herein compared the efficiency of several such approaches, including the Adaptive MultiBLUP (AM-BLUP) that uses local genomic relationship matrices (GRM) to automatically identify and weight genomic regions with large effects, to predict genetic merit in Belgian Blue beef cattle. Results We used a population of approximately 10,000 genotyped cows and their phenotypes for 14 traits, mostly related to muscular development and body dimensions. According to the trait, we found that 4 to 25% of the genetic variance could be associated with 2 to 12 genomic regions harbouring large-effect variants. Noteworthy, three previously identified recessive deleterious variants presented heterozygote advantage and were among the most significant SNPs for several traits. The AM-BLUP resulted in increased reliability of genomic predictions compared to GBLUP (+ 2%), but Bayesian methods proved more efficient (+ 3%). Overall, the reliability gains remained thus limited although higher gains were observed for skin thickness, a trait affected by two genomic regions having particularly large effects. Higher accuracies than those from the original AM-BLUP were achieved when applying the Bayesian Sparse Linear Mixed Model to pre-select groups of SNPs with large effects and subsequently use their estimated variance to build a weighted GRM. Finally, the single-step GBLUP performed best and could be further improved (+ 3% prediction accuracy) by using these weighted GRM. Conclusions The AM-BLUP is an attractive method to automatically identify and weight genomic regions with large effects on ...