Residual feed intake (RFI), a metric of feed efficiency, is moderately heritable and independent of body size and productivity, making it an ideal trait for investigation as a selection criterion to improve the feed efficiency of growing cattle. The objective of this study was to examine the differences in performance, feed efficiency, feeding behavior, gas flux, and nutrient digestibility in Holstein heifers with divergent genomically enhanced breeding values for RFI (RFIg). Holstein heifers (n = 55; BW = 352 ± 64 kg) with low (n = 29) or high (n = 26) RFIg were selected from a contemporary group of 453 commercial Holstein heifers. Heifers were rotated between 1 of 2 pens, each equipped with 4 electronic feed bunks and 1 pen with a GreenFeed emissions monitoring (GEM) system. Individual dry matter intake (DMI) and feeding behavior data were collected for 84-d. Body weight (BW) was measured weekly and spot fecal samples were collected at weighing. Phenotypic RFI (RFIp) was calculated as the residual from the regression of DMI on average daily gain (ADG) and mid-test metabolic BW (BW0.75). A mixed model including the fixed effect of RFIg classification and the random effect of group was used to evaluate the effect of RFIg classification on response variables. There were no differences (P > 0.05) in BW and ADG for heifers with divergent RFIg; however, low RFIg heifers consumed 7.5% less (P < 0.05) feed per day. Consequently, low RFIg heifers exhibited a more favorable (P < 0.05) RFIp compared to high RFIg heifers (-0.196 vs 0.222 kg/d, respectively). Low RFIg heifers had 8.7% fewer (P < 0.05) bunk visit events per day and tended to have an 11.2% slower (P < 0.10) eating rate. Low RFIg heifers had 7.7% lower (P < 0.05) methane (CH4) emissions (g/d), 6.1% lower (P ≤ 0.05) carbon dioxide (CO2) production (g/d), and 5.6% lower (P ≤ 0.05) heat production (Mcal/d) than high RFIg heifers. However, CH4 yield and CO2 yield (g/kg DMI), and heat production per unit DMI (Mcal/kg DMI) did not differ (P > 0.05) between heifers with divergent RFIg. Dry matter (DM) and nutrient digestibility did not differ (P > 0.05) between heifers with divergent RFIg. Results suggest that selection based on RFIg provides opportunities to select cattle with favorable feed efficiency phenotypes to increase the economic and environmental sustainability of the cattle industry.