We herein demonstrate that in the Holstein-Friesian dairy cattle population, microsatellites are as polymorphic on the X chromosome as on the autosomes but that the level of linkage disequilibrium between these markers is higher on the X chromosome than on the autosomes. While the former observation is compatible with the very small male to female ratio that prevails in this population, resulting in a higher gonosomal than autosomal effective population size, the latter is not. It suggests that the X chromosome undergoes distinct selective or mutational forces. We describe and characterize a novel Markovian approach to exploit this linkage disequilibrium in order to compute the probability that two chromosomes are identical-by- descent conditional on flanking marker data. We use the ensuing probabilities in a restricted maximum likelihood approach to search for QTL affecting 48 traits of importance for the dairy industry and provide strong evidence for the presence of QTL affecting ten of these traits on the bovine X chromosome.