Breeding efficient pigs is a way to reduce dietary costs and environmental waste. However, optimisation of feed efficiency must not be linked to a decrease of the ability of animals to cope with stress, such as the weaning. This study characterizes the response after weaning of pigs from two lines divergently selected for residual feed intake (RFI) during growth. Animals of the low (L) RFI line are more efficient than animals from the high (H) RFI line. Thirty six piglets from each line, weaned at 28 days of age were individually housed and fed a conventional dietary sequence. Their performance, behaviour, health and oxidative status, immune and nutritional parameters were followed during three weeks. Daily feed intake and growth rate of pigs from the LRFI line were 35% and 40% lower compared with HRFI (P<0.001). Pigs from the LRFI-line had lower total tract apparent digestibility (–6% for OM) and suffered more from undernutrition with a 167 and 55% higher plasmatic concentration of NEFA and urea compared with HRFI (P<0.01). In the first week after the weaning, they had more diarrhoea, and had a higher inflammatory status with concentration of haptoglobin 52% higher (P< 0.001). These piglets then seemed to adapt to the weaning conditions and to recover during the second and third weeks. Both lines had similar zootechnical performance and physiological characteristics at the end of the post-weaning period. To conclude, the physiological responses to the weaning differed between lines. Pigs from the LRFI line, selected for greater feed efficiency were more sensitive to the weaning stress. They were also more resilient as they finally adapted to the new condition and recovered to show similar performance results as pigs of the HRFI line.