The resource allocation theory has long been of interest in livestock as a framework to explain the correlated responses to selection for high productivity. Increasing limitations on feed resources and genetic improvement of feed efficiency (FE) should further promote allocation constraints. Yet, predicting those consequences for breeding critically depends upon the possibility to get testable predictions from the current framework. Here we assessed the changes in energy allocation when selecting for FE, and the consequences of those changes on health and reproduction. For this, we used two approaches; a survey of selection experiments among various species and a case study in sheep focusing on a potential trade-off between FE and response to an infectious challenge (parasite infection). Overall, results provide weak evidence for the current allocation framework. We outline several directions to better appraise the consequences of breeding for FE in increasingly challenging environments.