Prediction of genetic merit or disease risk using genetic marker information is becoming a common practice for selection of livestock and plant species. For the successful application of genome-wide marker-assisted selection (GWMAS), genomic predictions should be accurate and unbiased. The effect of selection on bias and accuracy of genomic predictions was studied in two simulated animal populations under weak or strong selection and with several heritabilities. Prediction of genetic values was by best-linear unbiased prediction (BLUP) using data either from relatives summarized in pseudodata for genotyped individuals (multiple-step method) or using all available data jointly (single-step method). The single-step method combined genomic- and pedigree-based relationship matrices. Predictions by the multiple-step method were biased. Predictions by a single-step method were less biased and more accurate but under strong selection were less accurate. When genomic relationships were shifted by a constant, the single-step method was unbiased and the most accurate. The value of that constant, which adjusts for non-random selection of genotyped individuals, can be derived analytically.