This study was carried out to evaluate the effects of chopped hay levels in high-concentrate diets with whole corn grain (WCG) on performance and carcass traits of finishing Nellore cattle. One hundred and eight 24-month-old Nellore intact males (453 ± 75 kg) were fed one of three WCG-based diets that differed in roughage level: without roughage (WCG), with 5% chopped hay included (WCG5), or with 12% chopped hay included (WCG12) in a block design (based on initial body weight) for 86 days. Animals fed WCG5 or WCG12 had significantly improved on final body weight, dry matter intake, average daily gain, feed efficiency, hot carcass weight, and dressing percentage when compared to those fed WCG. The Longissimus muscle area (P = 0.1108), backfat thickness (BFT; P = 0.6089), and rump fat thickness (P = 0.1798) were not affected by roughage levels. Therefore, using WCG diets without roughage negatively affects the performance of feedlot Nellore cattle but does not affect carcass traits and does lead to the minimum BFT required by the industry.