The objective of this study was to examine the ability of milk mid-infrared (MIR) spectroscopy and other on-farm data, such as milk yield, milk composition, stage of lactation, calving age, days in milk at insemination, and somatic cell count, to identify cows that were most or least likely to conceive to first insemination. A total of 16,628 spectral and milk production records of 7,040 cows from 29 commercial dairy herds across 3 Australian states were used. Three models, comprising different explanatory variables, were tested. Model 1 included features that are readily available on farms participating in milk recording, such as milk yield, milk composition, somatic cell count, days from calving to insemination, and calving season. Days in milk and age at calving were incorporated into model 1 to form model 2. In model 3, MIR was added to model 2, but to avoid double counting, milk composition traits of model 2 were removed. The models were first trained on extreme data [i.e., including cows that (1) conceived to first insemination and (2) cows with no conception event recorded and with only 1 insemination]. Then, the models were validated in a fresh data set with all cows regardless of conception outcomes present to test for their ability to identify cows that conceived or did not conceive to first insemination. To do this, we ranked the predicted probability of all cows in the validation set and then selected the top and bottom records in varying proportions from 5 to 40% (i.e., where the model predicted the highest versus lowest likelihood of conception to first insemination, respectively) and compared with the actual values. The model's performance was evaluated through herd-year by herd-year external validation and measured as the proportion of selected records being correct. The results show that when more cows are selected (i.e., descending confidence), the accuracy of the models was reduced, and selecting the 10% of cows with the highest confidence of predictions produces optimal accuracy. Irrespective of the proportions, none of the models could predict cows that conceived to first insemination, with an accuracy around 0.48. When attempting to predict the bottom 10% of cows, which had the least likelihood of conception to first insemination, model 1 had prediction accuracy around 0.64. Compared with model 1, the addition of days in milk and calving age (model 2) resulted in a negligible improvement in prediction accuracy (0.01 to 0.03). Model 3 had the highest prediction accuracy (0.76), which implies that in the models tested, MIR is of primary importance in the prediction of fertility of dairy cows. In conclusion, this study indicates that MIR and other milk recording data could be used to identify cows with potential difficulty in getting pregnant to first insemination with promising accuracy.