peer reviewed ; Animals that are robust to environmental changes are desirable in the current dairy industry. Genetic differences in micro-environmental sensitivity can be studied through heterogeneity of residual variance between animals. However, residual variance between animals is usually assumed homogeneous in traditional genetic evaluations. The aim of this study was to investigate genetic heterogeneity of residual variance by estimating variance components in residual variance for milk yield, somatic cell score, contents in milk (g/dL) of two groups of milk fatty acids (i.e. saturated fatty acids and unsaturated fatty acids) and the content in milk of one individual fatty acid (i.e. the oleic acid, C18:1 cis-9), for first-parity Holstein cows in the Walloon Region of Belgium. A total of 146,027 test-day records from 26,887 cows in 747 herds were available. All cows had at least three records and had a known sire. These sires had at least 10 cows with records and each herd x test-day had at least five cows. The five traits were analyzed separately based on fixed lactation curve and random regression test-day models for the mean. Estimation of variance components was performed by running iteratively Expectation Maximization-Restricted Maximum Likelihood algorithm by the implementation of double hierarchical generalized linear models. Based on fixed lactation curve test-day mean models, heritability for residual variances ranged between 1.01*10-3 and 4.17*10-3 for all traits. The genetic standard deviation in residual variance (i.e. approximately the genetic coefficient of variation of residual variance) ranged between 0.12 and 0.17. Therefore, some genetic variance in micro-environmental sensitivity existed in the Walloon Holstein dairy cattle for the five studied traits. The standard deviations due to herd x test-day and permanent environment in residual variance ranged between 0.36 and 0.45 for herd x test-day effect and between 0.55 and 0.97 for permanent environmental effect. Therefore, non-genetic ...