In the realm of multi-environment prediction, when the goal is to predict a complete environment using the others as a training set, the efficiency of genomic selection (GS) falls short of expectations. Genotype by environment interaction poses a challenge in achieving high prediction accuracies. Consequently, current efforts are focused on enhancing efficiency by integrating various types of inputs, such as phenomics data, environmental information, and other omics data. In this study, we sought to evaluate the impact of incorporating environmental information into the modeling process, in addition to genomic and phenomics information. Our evaluation encompassed five data sets of soft white winter wheat, and the results revealed a significant improvement in prediction accuracy, as measured by the normalized root mean square error (NRMSE), through the integration of environmental information. Notably, there was an average gain in prediction accuracy of 49.19% in terms of NRMSE across the data sets. Moreover, the observed prediction accuracy ranged from 5.68% (data set 3) to 60.36% (data set 4), underscoring the substantial effect of integrating environmental information. By including genomic, phenomic, and environmental data in prediction models, plant breeding programs can improve selection efficiency across locations.