Hematological parameters refer to the assessment of changes in the number and distribution of blood cells, including leukocytes (LES), erythrocytes (ERS), and platelets (PLS), which are essential for the early diagnosis of hematological system disorders and other systemic diseases in livestock. In this context, the primary objectives of this study were to investigate the genomic background of 19 hematological parameters in Holstein cattle, focusing on LES, ERS, and PLS blood components. Genetic and phenotypic (co)variances of hematological parameters were calculated based on the Average Information Restricted Maximum Likelihood (AIREML) method and 1,610 genotyped individuals and 5,499 hematological parameter records from 4,543 cows. Furthermore, we assessed the genetic relationship between these hematological parameters and other economically important traits in dairy cattle breeding programs. We also carried out genome-wide association studies and candidate gene analyses. Blood samples from 21 primiparous cows were used to identify candidate genes further through RNA sequencing (RNA-seq) analyses. Hematological parameters generally exhibited low-to-moderate heritabilities ranging from 0.01 to 0.29, with genetic correlations between them ranging from -0.88 ± 0.09 (between mononuclear cell ratio and lymphocyte cell ratio) to 0.99 ± 0.01 (between white blood cell count and granulocyte cell count). Furthermore, low to moderate approximate genetic correlations between hematological parameters with one longevity, 4 fertility, and 5 health traits were observed. One-hundred-and-99 significant single nucleotide polymorphisms (SNP) located primarily on the Bos taurus autosomes (BTA) BTA4, BTA6, and BTA8 were associated with 16 hematological parameters. Based on the RNA-seq analyses, 6,687 genes were significantly downregulated and 4,119 genes were upregulated when comparing 2 groups of cows with high and low phenotypic values. By integrating genome-wide association studies (GWAS), RNA-seq, and previously published results, the main candidate genes associated with hematological parameters in Holstein cattle were ACRBP, ADAMTS3, CANT1, CCM2L, CNN3, CPLANE1, GPAT3, GRIP2, PLAGL2, RTL6, SOX4, WDFY3, and ZNF614. Hematological parameters are heritable and moderately to highly genetically correlated among themselves. The large number of candidate genes identified based on GWAS and RNA-seq indicate the polygenic nature and complex genetic determinism of hematological parameters in Holstein cattle.