Selection for feed efficiency is questioned as reducing the ability of farm animals to face stress and overcome challenges. The hypothalamic-pituitary-adrenocortical (HPA) axis activity, measured by the cortisol level in plasma after ACTH injection, has been proposed as an indicator of robustness. The objectives of this study were to evaluate (1) if a modified cortisol level in pigs alters their feed efficiency and their production performance; and (2) if alternative dietary resources would affect these responses. Parallel trials including divergent lines for plasma cortisol 1 hour after ACTH injection and divergent lines for residual feed intake (RFI) were run during growth with a conventional diet and a diet with high fibres, low energy and low protein content. Selection for higher or lower plasma cortisol levels after stimulation of the adrenal gland did not impact growth and feed intake traits, but it had a significant impact on body composition and carcass yield, with improved composition in the high cortisol animals. The two lines had similar responses to an alternative diet, with decreased growth rate and feed intake, and increased feed conversion ratio. On the other hand, lines selected for divergent RFI had different responses to the alternative diet, the more efficient line having a more reduced growth rate with the diet with lower energy and AA contents. However, in terms of FCR it remained more efficient. The initial hypothesis of decreased efficiency associated to increased cortisol was not validated. This project has received funding from the European Union’s Horizon 2020 research and innovation programme under grant no. 633531.