Many farms document daily milk yields of individual cows because these are a good indicator of cow well-being. It is established that extreme meteorological conditions influence the milk yields by causing heat and cold stress, whereas less is known about the effects of moderate changes in meteorological conditions. Thus, the aim of the present study was to evaluate whether individual daily milk yield predictions can be improved by considering such changes. We evaluated 8 years of milking and meteorological data from Eastern Switzerland with a total of 33,938 daily milkings from 145 Brown Swiss and 64 Swiss Fleckvieh cows. The cows were aged between 1.9 and 13.5 years at parturition. The data set was split into 7 periods according to the days in milk (DIM) and subsequently filtered into subsets by breed and parity. We applied Gaussian process regression to predict individual daily milk yield. We compared different models including DIM, lagged milk yield, and meteorological variables as features and found that models including the lagged milk yield performed best. Within the period of 5 to 90 DIM, we were able to predict individual next-day milk yield from the cow's last milkings with a root mean squared error (RMSE) of 2.1 kg. In contrast, without information on the previous milk yield, accuracy of milk yield prediction was lower, with an RMSE close to 8 kg. The models holding information about previous milk yields showed a substantial increase in performance. Within a more homogeneous data subset filtered by breed or parity or both, predictions were even better, with a relative RMSE of 4.3% for first-parity Fleckvieh cows. However, we found that including meteorological features, such as temperature, rainfall, wind speed, temperature humidity index, cooling degree, and barometric pressure, did not improve the predictions in any of the evaluated periods. This finding indicates that considering meteorological features in daily milk yield prediction models is not useful in moderate climates; considering lagged milk yield is sufficient. We hypothesize that this meteorological information, among other influences, is indirectly contained in the lagged milk yield.