The molecular mechanisms underlying feed efficiency need to be better understood to improve animal efficiency, a research priority to support a competitive and sustainable livestock production. This study was undertaken to determine whether pig blood transcriptome was affected by differences in feed efficiency and by ingested nutrients. Growing pigs from two lines divergently selected for residual feed intake (RFI) and fed isoproteic and isocaloric diets contrasted in energy source and nutrients were considered. Between 74 and 132 days of age, pigs (n = 12 by diet and by line) received a regular diet rich in cereals and low in fat (LF) or a diet where cereals where partially substituted by lipids and fibers (HF). At the end of the feeding trial, the total number of white blood cells was not affected by the line or by the diet, whereas the red blood cell number was higher (P<0.001) in low RFI than in high RFI pigs. Analysis of the whole blood transcriptome using a porcine microarray reveals a higher number of probes differentially expressed (DE) between RFI lines than between diets (2,154 versus 92 probes DE, P<0.01). This corresponds to 528 overexpressed genes and 477 underexpressed genes in low RFI pigs compared with high RFI pigs, respectively. Overexpressed genes were predominantly associated with translational elongation. Underexpressed genes were mainly involved in the immune response, regulation of inflammatory response, anti-apoptosis process, and cell organization. These findings suggest that selection for RFI has affected the immune status and defense mechanisms of pigs. Genes DE between diets were mainly related to the immune system and lipid metabolism. Altogether, this study demonstrates the usefulness of the blood transcriptome to identify the main biological processes affected by genetic selection and feeding strategies.