A mixed hidden Markov model (HMM) was developed for predicting breeding values of a biomarker (here, somatic cell score) and the individual probabilities of health and disease (here, mastitis) based upon the measurements of the biomarker. At a first level, the unobserved disease process (Markov model) was introduced and at a second level, the measurement process was modeled, making the link between the unobserved disease states and the observed biomarker values. This hierarchical formulation allows joint estimation of the parameters of both processes. The flexibility of this approach is illustrated on the simulated data. Firstly, lactation curves for the biomarker were generated based upon published parameters (mean, variance, and probabilities of infection) for cows with known clinical conditions (health or mastitis due to Escherichia coli or Staphylococcus aureus). Next, estimation of the parameters was performed via Gibbs sampling, assuming the health status was unknown. Results from the simulations and mathematics show that the mixed HMM is appropriate to estimate the quantities of interest although the accuracy of the estimates is moderate when the prevalence of the disease is low. The paper ends with some indications for further developments of the methodology.