The primary objective of this paper is to provide a guide on implementing Bayesian generalized kernel regression methods for genomic prediction in the statistical software R. Such methods are quite efficient for capturing complex non-linear patterns that conventional linear regression models cannot. Furthermore, these methods are also powerful for leveraging environmental covariates, such as genotype × environment (G×E) prediction, among others. In this study we provide the building process of seven kernel methods: linear, polynomial, sigmoid, Gaussian, Exponential, Arc-cosine 1 and Arc-cosine L. Additionally, we highlight illustrative examples for implementing exact kernel methods for genomic prediction under a single-environment, a multi-environment and multi-trait framework, as well as for the implementation of sparse kernel methods under a multi-environment framework. These examples are followed by a discussion on the strengths and limitations of kernel methods and, subsequently by conclusions about the main contributions of this paper.