Genotype-by-environment (G × E) interactions could play an important role in cattle populations, and it should be considered in breeding programmes to select the best sires for different environments. The objectives of this study were to study G × E interactions for female fertility traits in the Danish Holstein dairy cattle population using a reaction norm model (RNM), and to detect the particular genomic regions contributing to the performance of these traits and the G × E interactions. In total 4534 bulls were genotyped by an Illumina BovineSNP50 BeadChip. An RNM with a pedigree-based relationship matrix and a pedigree-genomic combined relationship matrix was used to explore the existence of G × E interactions. In the RNM, the environmental gradient (EG) was defined as herd effect. Further, the genomic regions affecting interval from calving to first insemination (ICF) and interval from first to last insemination (IFL) were detected using single-step genome-wide association study (ssGWAS). The genetic correlations between extreme EGs indicated that G × E interactions were sizable for ICF and IFL. The genomic RNM (pedigree-genomic combined relationship matrix) had higher prediction accuracy than the conventional RNM (pedigree-based relationship matrix). The top genomic regions affecting the slope of the reaction norm included immunity-related genes (IL17, IL17F and LIF), and growth-related genes (MC4R and LEP), while the top regions influencing the intercept of the reaction norm included fertility-related genes such as EREG, AREG and SMAD4. In conclusion, our findings validated the G × E interactions for fertility traits across different herds and were helpful in understanding the genetic background of G × E interactions for these traits.