Intensive selection for high milk yield in dairy cows has raised production levels substantially but at the cost of reduced fertility, which manifests in different ways including reduced expression of oestrous behaviour. The genomic regulation of oestrous behaviour in bovines remains largely unknown. Here, we aimed to identify and study those genes that were associated with oestrous behaviour among genes expressed in the bovine anterior pituitary either at the start of oestrous cycle or at the mid-cycle (around day 12 of cycle), or regardless of the phase of cycle. Oestrous behaviour was recorded in each of 28 primiparous cows from 30 days in milk onwards till the day of their sacrifice (between 77 and 139 days in milk) and quantified as heat scores. An average heat score value was calculated for each cow from heat scores observed during consecutive oestrous cycles excluding the cycle on the day of sacrifice. A microarray experiment was designed to measure gene expression in the anterior pituitary of these cows, 14 of which were sacrificed at the start of oestrous cycle (day 0) and 14 around day 12 of cycle (day 12). Gene expression was modelled as a function of the orthogonally transformed average heat score values using a Bayesian hierarchical mixed model on data from day 0 cows alone (analysis 1), day 12 cows alone (analysis 2) and the combined data from day 0 and day 12 cows (analysis 3). Genes whose expression patterns showed significant linear or non-linear relationships with average heat scores were identified in all three analyses (177, 142 and 118 genes, respectively). Gene ontology terms enriched among genes identified in analysis 1 revealed processes associated with expression of oestrous behaviour whereas the terms enriched among genes identified in analysis 2 and 3 were general processes which may facilitate proper expression of oestrous behaviour at the subsequent oestrus. Studying these genes will help to improve our understanding of the genomic regulation of oestrous behaviour, ultimately leading to better management strategies and tools to improve or monitor reproductive performance in bovines.