Age at first calving (AFC) is a measure of sexual maturity associated with the start of productive life of dairy animals. Additionally, a lower AFC reduces the generation interval and early culling of females. However, AFC has low heritability, making it a trait highly influenced by environmental factors. In this scenario, one way to improve the reproductive performance of buffalo cows is to select robust animals according to estimated breeding value (EBV) using models that include genotype–environment interaction (GEI) with the application of reaction norm models (RNMs). This can be achieved by understanding the genomic basis related to GEI of AFC. Thus, in this study, we aimed to predict EBV considering GEI via the RNM and identify candidate genes related to this component in dairy buffaloes through genome-wide association studies (GWAS). We used 1795 AFC records from three Murrah buffalo herds and formed environmental gradients (EGs) from contemporary group solutions obtained from genetic analysis of 270-day cumulative milk yield. Heritability estimates ranged from 0.15 to 0.39 along the EG. GWAS of the RNM slope parameter identified important genomic regions. The genomic window that explained the highest percentage of genetic variance of the slope (0.67%) was located on BBU1. After functional analysis, five candidate genes were detected, involved in two biological processes. The results suggested the existence of a GEI for AFC in Murrah buffaloes, with reclassification of animals when different environmental conditions were considered. The inclusion of genomic information increased the accuracy of breeding values for the intercept and slope of the reaction norm. GWAS analysis suggested that important genes associated with the AFC reaction norm slope were possibly also involved in biological processes related to lipid metabolism and immunity.