Numerous studies have shown that combining populations from similar or closely related genetic breeds improves the accuracy of genomic predictions (GP). Extensive experimentation with diverse Bayesian and genomic best linear unbiased prediction (GBLUP) models have been developed to explore multi-breed genomic selection (GS) in livestock, ultimately establishing them as successful approaches for predicting genomic estimated breeding value (GEBV). This study aimed to assess the effectiveness of using BayesR and GBLUP models with linkage disequilibrium (LD)-weighted genomic relationship matrices (GRMs) for genomic prediction in three different beef cattle breeds to identify the best approach for enhancing the accuracy of multi-breed genomic selection in beef cattle. Additionally, a comparison was conducted to evaluate the predictive precision of different marker densities and genetic correlations among the three breeds of beef cattle. The GRM between Yunling cattle (YL) and other breeds demonstrated modest affinity and highlighted a notable genetic concordance of 0.87 between Chinese Wagyu (WG) and Huaxi (HX) cattle. In the within-breed GS, BayesR demonstrated an advantage over GBLUP. The prediction accuracies for HX cattle using the BayesR model were 0.52 with BovineHD BeadChip data (HD) and 0.46 with whole-genome sequencing data (WGS). In comparison to the GBLUP model, the accuracy increased by 26.8% for HD data and 9.5% for WGS data. For WG and YL, BayesR doubled the within-breed prediction accuracy to 14.3% from 7.1%, outperforming GBLUP across both HD and WGS datasets. Moreover, analyzing multiple breeds using genomic selection showed that BayesR consistently outperformed GBLUP in terms of predictive accuracy, especially when using WGS. For instance, in a mixed reference population of HX and WG, BayesR achieved a significant accuracy of 0.53 using WGS for HX, which was a substantial enhancement over the accuracies obtained with GBLUP models. The research further highlights the benefit of including various breeds in the reference group, leading to enhanced accuracy in predictions and emphasizing the importance of comprehensive genomic selection methods. Our research findings indicate that BayesR exhibits superior performance compared to GBLUP in multi-breed genomic prediction accuracy, achieving a maximum improvement of 33.3%, especially in genetically diverse breeds. The improvement can be attributed to the effective utilization of higher single nucleotide polymorphism (SNP) marker density by BayesR, resulting in enhanced prediction accuracy. This evidence conclusively demonstrates the significant impact of BayesR on enhancing genomic predictions in diverse cattle populations, underscoring the crucial role of genetic relatedness in selection methodologies. In parallel, subsequent studies should focus on refining GRM and exploring alternative models for GP.