The availability of high-dimensional molecular markers has allowed plant breeding programs to maximize their efficiency through the genomic prediction of a phenotype of interest. Yield is a complex quantitative trait whose expression is sensitive to environmental stimuli. In this research, we investigated the potential of incorporating soil texture information and its interaction with molecular markers via covariance structures for enhancing predictive ability across breeding scenarios. A total of 797 soybean lines derived from 367 unique bi-parental populations were genotyped using the Illumina BARCSoySNP6K and tested for yield during 5 years in Tiptonville silt loam, Sharkey clay, and Malden fine sand environments. Four statistical models were considered, including the GBLUP model (M1), the reaction norm model (M2) including the interaction between molecular markers and the environment (G×E), an extended version of M2 that also includes soil type (S), and the interaction between soil type and molecular markers (G×S) (M3), and a parsimonious version of M3 which discards the G×E term (M4). Four cross-validation scenarios simulating progeny testing and line selection of tested–untested genotypes (TG, UG) in observed–unobserved environments [OE, UE] were implemented (CV2 [TG, OE], CV1 [UG, OE], CV0 [TG, UE], and CV00 [UG, UE]). Across environments, the addition of G×S interaction in M3 decreased the amount of variability captured by the environment (−30.4%) and residual (−39.2%) terms as compared to M1. Within environments, the G×S term in M3 reduced the variability captured by the residual term by 60 and 30% when compared to M1 and M2, respectively. M3 outperformed all the other models in CV2 (0.577), CV1 (0.480), and CV0 (0.488). In addition to the Pearson correlation, other measures were considered to assess predictive ability and these showed that the addition of soil texture seems to structure/dissect the environmental term revealing its components that could enhance or hinder the predictability of a model, especially in the most complex prediction scenario (CV00). Hence, the availability of soil texture information before the growing season could be used to optimize the efficiency of a breeding program by allowing the reconsideration of field experimental design, allocation of resources, reduction of preliminary trials, and shortening of the breeding cycle.