Accurate and ex-ante prediction of cows' likelihood of conception (LC) based on milk composition information could improve reproduction management on dairy farms. Milk composition is already routinely measured by mid-infrared (MIR) spectra, which are known to change with advancing stages of pregnancy. For lactating cows, MIR spectra may also be used for predicting the LC. Our objectives were to classify the LC at first insemination using milk MIR spectra data collected from calving to first insemination and to identify the spectral regions that contribute the most to the prediction of LC at first insemination. After quality control, 4,866 MIR spectra, milk production, and reproduction records from 3,451 Holstein cows were used. The classification accuracy and area under the curve (AUC) of 6 models comprising different predictors and 3 machine learning methods were estimated and compared. The results showed that partial least square discriminant analysis (PLS-DA) and random forest had higher prediction accuracies than logistic regression. The classification accuracy of good and poor LC cows and AUC in herd-by-herd validation of the best model were 76.35 ± 10.60% and 0.77 ± 0.11, respectively. All wavenumbers with values of variable importance in the projection higher than 1.00 in PLS-DA belonged to 3 spectral regions, namely from 1,003 to 1,189, 1,794 to 2,260, and 2,300 to 2,660 cm-1. In conclusion, the model can predict LC in dairy cows from a high productive TMR system before insemination with a relatively good accuracy, allowing farmers to intervene in advance or adjust the insemination schedule for cows with a poor predicted LC.