Abstract This study aimed to investigate genetic parameters and selection strategies for sugarcane resistance to borer and determine the effects of selection for borer resistance on yield traits. The infestation index by borer (IIB) and yield traits were assessed over 3 years in 35 sugarcane clones planted in four locations in southeastern Brazil. There was no genotype × environment (year or location) interaction for borer resistance. Consequently, selection may be performed at only one location and year or by the mean of clones in several locations and/or years. The borer population affected the genotypic variance for borer resistance but when genotypic variance was significant, heritability was elevated and suitable genetic gain was achieved. Selection for borer resistance reduced the genetic gains for tons of cane per hectare, theoretical recoverable sugar, and tons of sugar per hectare; however, satisfactory selection gains for both borer resistance and yield were achieved using selection index.