Genetic correlations for a trait across environments are predicted to decrease as environments diverge. However, estimates of genetic correlations from natural populations are typically defined across a limited environmental range and prone to very large standard errors, making it difficult to test this prediction. We address the importance of environmental distance on genetic correlations by employing data from domestic cattle in which abundant and accurate estimates are available from a wide range of environments. Three production traits related to milk yield show a clear decrease in genetic correlations with increasing environmental divergence. This pattern was also evident for growth traits and other yield traits but not for traits related to reproduction, morphology, physiology, or disease. We suspect that this reflects weaker selection on these latter trait classes compared to production traits, or alternatively the effects of selection are constrained by unfavorable genetic correlations between traits. The results support the notion that traits that historically have been under strong directional selection in a small range of frequently encountered environments will evolve high genetic correlations across these environments, while exposure to uncommon (and dissimilar) environments lead to a reranking of gene effects and a decrease in genetic correlations across environments.