The effect of inbreeding on the 305-d yields of milk, fat and protein, and the percentages of fat and protein in the first three lactations was estimated using records on the South African Jersey cows that participated in the National Dairy Animal Improvement Scheme. Inbreeding coefficients were estimated using the entire pedigree records of the Jersey breed and ranged from 0 to 42%. Data were analyzed using a repeatability animal model. The statistical model included the fixed effects of herd-year-season, age of the cow at calving, calving interval, inbreeding as a discrete or continuous variable and random effects of direct additive genetic, permanent environment of the cow and the residual effects. The multitrait derivative-free REML algorithm was used to obtain estimates of the variance components, ratios and empirical best linear unbiased estimates of the effects of inbreeding. Estimates of heritability were 0.26 (±0.009), 0.19 (±0.008), 0.23 (±0.008), 0.39 (±0.009), and 0.53 (±0.009) for milk, fat and protein yields and fat and protein percent, respectively. Corresponding estimates of the ratio of permanent environmental effect of the cow to total phenotypic variance were 0.20 (±0.008), 0.18 (±0.007), 0.21 (±0.007), 0.14 (±0.008) and 0.13 (±0.008). The regression coefficients for yields (kg) of milk, fat and protein were -15.42 (±1.13), -0.64 (±0.05), and -0.59 (±0.04), and 0.0011 (±0.0005) and 0.0003 (±0.0003) for percent (%) of fat and protein for each 1% increase in inbreeding, respectively. These results provide evidence of inbreeding depression for milk yield and composition traits in the South African Jersey population.