Provided are a computer program product, system, and method for using mirror indicators to indicate whether to mirror tracks in a data set in a primary volume mirrored to a secondary volume. A table includes a mirror indicator for each of a plurality of tracks in at least one data set in the primary volume indicating whether a track is to be mirrored to the secondary volume. In response to a write command of write data for one of the tracks in the primary volume, creating a record set in a cache for the primary volume including write data for the track to transfer to the secondary volume in response to the mirror indicator for the track indicating that the track is to be mirrored. The write data in the record set is transferred from the cache to the secondary volume.