The efficiency of feed utilization determines the cost and economic benefits of pig production. In the present study, two pairs of full-sibling and two pairs of half-sibling female Landrace finishing pigs were selected, with each pair including individuals with different feed conversion rates, with liver and longissimus muscle tissue samples collected from each group for transcriptome analysis. A total of 561 differentially expressed genes (DEGs), among which 224 were up-regulated and 337 were down-regulated, were detected in the liver transcriptomes in the high-feed efficiency group compared to the low-feed efficiency group. The DEGs related to phosphorus and phosphate metabolism, arginine biosynthesis, chemical carcinogenesis, cytokine-cytokine receptor interaction, the biosynthesis of amino acids, and drug metabolism-cytochrome P450 in liver tissue were also associated with feed efficiency. In total, 215 DEGs were screened in the longissimus muscle tissue and were mainly related to disease and immune regulation, including complement and coagulation cascades, systemic lupus erythematosus, and prion diseases. The combination of gene expression and functional annotation results led to the identification of candidate feed efficiency-related biomarkers, such as ARG1, ARG2, GOT1, GPT2, ACAA2, ACADM, and ANGPTL4, members of cytochrome P450 family, and complement component family genes. Although the novel feed efficiency-related candidate genes need to be further evaluated by a larger sample size and functional studies, the present study identifies novel candidate biomarkers for the identification of functional SNPs underlying porcine feed efficiency.