The test-day model is a method of choice for the study of milk yield traits, and this method is very important in countries like India, where herd size is generally smaller and lacks a well-established milk recording system. The present investigation was carried out on 365 records of Gir cows maintained at a cattle breeding farm from 1986 to 2014 with the objective of predicting the first lactation milk yield using monthly test day milk records. MLR was used with the backward elimination method. The optimum equation had total five variables (test days) viz. TD1, TD2, TD3, TD4 and TD5. This equation gave an accuracy of prediction of 77.71%. Therefore, it is concluded that first lactation 305 day milk yield could be predicted as early as 5th month of lactation with higher degree of accuracy.