Genetic parameters for milk yield, contents of fat, total protein, casein and serum protein, individual laboratory cheese yield, and somatic cell counts (SCC) were estimated from 7492 monthly test-day records of 1119 Churra ewes. Estimates were from multivariate REML using analytical gradients (AG-REML) procedures. Except for fat content, estimates for the other routinely recorded traits (milk yield, protein content, and SCC) agreed with those previously obtained in this and other dairy sheep populations. Protein content and composition had the highest heritabilities and repeatabilities. Heritabilities for protein and casein contents were very similar (0.23 and 0.21, respectively), and genetic correlation between the traits was close to unity (0.99). Accordingly, casein content is not advisable as an alternative to protein content as a selection criterion in dairy ewes; it does not have any compelling advantages and costs more to measure. Individual laboratory cheese yield (ILCY) obtained with Churra ewes had a low heritability (0.08), suggesting that potential for selection for this parameter would be possible but is not recommended. All correlations with ILCY were high and positive except for milk yield. A high SCC was accompanied by an increase in serum protein content and involved a loss in milk yield.