Residual feed intake (RFI), defined as the difference between an animal's actual feed intake and expected feed intake over a specific period, is an inheritable character of feed conversion efficiency in dairy cows. Research has shown that a lower RFI could improve the profitability of milk production. This study explored variation in RFI by comparing the differences in body size, milk performance, feeding behavior, and serum metabolites in 29 Holstein cows in mid lactation. The cows were selected from a total of 84 animals based on their RFI following feedlot tests. Selected cows were ranked into high RFI (RFI > 1 SD above the mean, n = 14) and low RFI (RFI < 1 SD below the mean, n = 15). The low RFI cows (more efficient) consumed 1.59 kg/day less dry matter than the high RFI group ( P < 0.01), while they produced nearly equal 4% fat-corrected milk. The milk : feed ratio was higher for the low RFI group than for the high RFI group ( P < 0.05). The levels of milk protein ( P < 0.01), total solids ( P < 0.05), and nonfat solids ( P < 0.05) were also higher for the low RFI group, whereas milk urea nitrogen was lower ( P < 0.01). The daily feeding duration was shorter for the low RFI group than for the high RFI group ( P < 0.01). No significant differences were found in levels of glucose, β-hydroxybutyrate, prolactin, insulin, IGF-1, growth hormone or ghrelin, but the level of neuropeptide Y was higher ( P < 0.01) and levels of leptin and non-esterified fatty acid ( P < 0.05) were lower for the low RFI group than for the high RFI group. There were substantial differences between cows with different RFI, which might affect the efficiency of milk protein metabolism and fat mobilization.