Disease outbreaks are a major threat to the aquaculture industry, and can be controlled by selective breeding. With the development of high-throughput genotyping technologies, genomic selection may become accessible even in minor species. Training population size and marker density are among the main drivers of the prediction accuracy, which both have a high impact on the cost of genomic selection. In this study, we assessed the impact of training population size as well as marker density on the prediction accuracy of disease resistance traits in European sea bass (Dicentrarchus labrax) and gilthead sea bream (Sparus aurata). We performed a challenge to nervous necrosis virus (NNV) in two sea bass cohorts, a challenge to Vibrio harveyi in one sea bass cohort and a challenge to Photobacterium damselae subsp. piscicida in one sea bream cohort. Challenged individuals were genotyped on 57K–60K SNP chips. Markers were sampled to design virtual SNP chips of 1K, 3K, 6K, and 10K markers. Similarly, challenged individuals were randomly sampled to vary training population size from 50 to 800 individuals. The accuracy of genomic-based (GBLUP model) and pedigree-based estimated breeding values (EBV) (PBLUP model) was computed for each training population size using Monte-Carlo cross-validation. Genomic-based breeding values were also computed using the virtual chips to study the effect of marker density. For resistance to Viral Nervous Necrosis (VNN), as one major QTL was detected, the opportunity of marker-assisted selection was investigated by adding a QTL effect in both genomic and pedigree prediction models. As training population size increased, accuracy increased to reach values in range of 0.51–0.65 for full density chips. The accuracy could still increase with more individuals in the training population as the accuracy plateau was not reached. When using only the 6K density chip, accuracy reached at least 90% of that obtained with the full density chip. Adding the QTL effect increased the accuracy of the PBLUP model to values higher than the GBLUP model without the QTL effect. This work sets a framework for the practical implementation of genomic selection to improve the resistance to major diseases in European sea bass and gilthead sea bream.