Improving feed efficiency (FE) of pigs by genetic selection is of economic and environmental significance. An increasingly accepted measure of feed efficiency is residual feed intake (RFI). Currently, the molecular mechanisms underlying RFI are largely unknown. Additionally, to incorporate RFI into animal breeding programs, feed intake must be recorded on individual pigs, which is costly and time-consuming. Thus, convenient and predictive biomarkers for RFI that can be measured at an early age are greatly desired. In this study, we aimed to explore whether differences exist in the global gene expression profiles of peripheral blood of 35 to 42 day-old pigs with extremely low (more efficient) and high RFI (less efficient) values from two lines that were divergently selected for RFI during the grow-finish phase, to use such information to explore the potential molecular basis of RFI differences, and to initiate development of predictive biomarkers for RFI.