Genomic evaluation of French dairy goats is routinely conducted using the single-step genomic BLUP (ssGBLUP) method. This method has the advantage of simultaneously using all phenotypes, pedigrees, and genotypes. However, ssGBLUP assumes that all SNP explain the same amount of genetic variance, which is unlikely in the case of traits whose major genes or QTL are segregating. In this study, we investigated the effect of weighted ssGBLUP and its alternatives, which give more weight to SNP associated with the trait, on the accuracy of genomic evaluation of milk production, udder type traits, and somatic cell scores. The data set included 2,955 genotyped animals and 2,543,680 pedigree animals. The number of phenotypes varied with the trait. The accuracy of genomic evaluation was assessed on 205 genotyped Alpine and 146 genotyped Saanen goats born between 2009 and 2012. For traits with unknown QTL, weighted ssGBLUP was less accurate than, or as accurate as, ssGBLUP. For traits with identified QTL (i.e., QTL only present in the Saanen breed), weighted ssGBLUP outperformed ssGBLUP by between 2 arid 14%.