Increasing the reliability of genomic prediction (GP) of economic traits in the pasture-based dairy production systems of New Zealand (NZ) and Australia (AU) is important to both countries. This study assessed if sharing cow phenotype and genotype data of NZ and AU improves the reliability of GP for NZ bulls. Data from approximately 32,000 NZ genotyped cows and their contemporaries were included in the May 2018 routine genetic evaluation of the Australian Dairy cattle in an attempt to provide consistent phenotypes for both countries. After the genetic evaluation, deregressed proofs of cows were calculated for milk yield traits. The April 2018 multiple across-country evaluation of Interbull was also used to calculate deregressed proofs for bulls on the NZ scale. Approximately 1,178 Jersey (Jer) and 6,422 Holstein (Hol) bulls had genotype and phenotype data. In addition to NZ cows, phenotype data of close to 60,000 genotyped Australian (AU) cows from the same genetic evaluation run as NZ cows were used. All AU and NZ females were genotyped using low-density SNP chips (<10K SNP) and were imputed first to 50K and then to ∼600K (referred to as high density; HD). We used up to 98,000 animals in the reference populations, both by expanding the NZ reference set (cow, bull, single breed to multi-breed set) and by adding AU cows. Reliabilities of GP were calculated for 508 Jer and 1,251 Hol bulls whose sires are not included in the reference set (RS) to ensure that real differences are not masked by close relationships. The GP was tested using 50K or high-density SNP chip using genomic BLUP in bivariate (considering country as a trait) or single trait models. The RS that gave the highest reliability for each breed were also tested using a hybrid GP method that combines expectation maximization with Bayes R. The addition of the AU cows to an NZ RS that included either NZ cows only, or cows and bulls, improved the reliability of GP for both NZ Hol and Jer validation bulls for all traits. Using single breed reference populations also increased reliability when NZ crossbred cows were added to reference populations that included only purebred NZ bulls and cows and AU cows. The full multi-breed RS (all NZ cows and bulls and AU cows) provided similar reliabilities in NZ Hol bulls, when compared with the single breed reference with crossbred NZ cows. For Jer validation bulls, the RS that included Jer cows and bulls and crossbred cows from NZ and Jer cows from AU was marginally better than the all-breed, all-country RS. In terms of reliability, the advantage of the HD SNP chip was small but captured more of the genomic variance than the 50K, particularly for Hol. The expectation maximization Bayes R GP method was slightly (up to 3 percentage points) better than genomic BLUP. We conclude that GP of milk production traits in NZ bulls improves by up to 7 percentage points in reliability by expanding the NZ reference population to include AU cows.