Data collected on body weight from birth to 5 years of age in the Grootfontein Merino stud from 1968 to 2012 were analysed with univariate, multivariate and repeatability animal models. The estimated breeding values (EBVs) were compared to determine the most suitable statistical models for the estimation of EBVs. Measures of body weights included birth weight (BW), body weight at 42 days of age (W42), weaning weight (WW), body weight at 6 months (W6), 8 months (W8), 12 months (W12) and 15 months (W15) of age as well as adult weights recorded on the ewe flock from 2 to 5 years of age (AW2 to AW5). Univariate direct heritabilities were 0.20, 0.42, 0.16, 0.54, 0.43, 0.37, 0.51, 0.43, 0.40, 0.31 and 0.33, respectively. Multivariate direct heritabilities for WW, W12, W15 and AW3 were lower than those estimated with univariate models, namely 0.17, 0.22, 0.23 and 0.29, respectively. Direct heritability obtained with the repeatability model was 0.26. Maternal heritabilities for BW, W42, WW, W6, W8, and W15 were 0.11, 0.15, 0.04, 0.28, 0.18 and 0.08, respectively. Lower multivariate maternal heritabilities were obtained for WW (0.02) and W15 (0.01). The genetic correlation between direct and maternal effects was negative for all weights where it was included, ranging from −0.28 for BW to −0.95 for W6. High genetic correlations were estimated between weights at different ages with multivariate analyses. When animals were selected on EBVs estimated with multivariate models, 92% of the animals selected retained the same ranking. When using the Top 1% lists, 95% and 94% of the animals selected on either univariate (U) or multivariate (M) EBVs for W15 and WW respectively, would be identical. Selection based on univariate W15 EBVs would possibly result in selection of different animals, due to lower rank correlations of W15U with WWU (0.67) and WWM (0.80), respectively. The moderate to high estimates of heritability for body weight demonstrated that there is still considerable additive genetic variation in body weight available. The present study indicated that the multivariate model was the most appropriate model for estimating breeding values for body weight at selection age in the Grootfontein Merino stud.