Feeding behaviour in ruminants differs with individuals and diet composition and might have effects on feed efficiency and provide protection especially against rumen disturbances. In this study, we aimed to explore the variability in feeding behaviour and feed efficiency among dairy goats, and their potential link on an initial (control) Total Mixed Ration. Our second aim was to evaluate how these parameters and the link between them change when the percentage of concentrate in this control diet is modified. Our results confirm that feeding behaviour was highly repeatable within goat, but differed among goats fed the control diet. Feed efficiency was also highly variable. There was a moderate correlation between feeding behaviour and feed efficiency when the goats were fed the control diet (40% concentrate, 20% sugarbeet pulp silage, 40% hay). When the percentage of concentrate was decreased by 10%, feeding behaviour was slightly modified. When this percentage was increased by 10%, intake and duration of the first meal after feed allowance decreased, but intake rate was not modified. Hierarchy among animals for feed efficiency was not modified by dietary changes, but the link between feed efficiency and feeding behaviour was lost. Some aspects of feeding behaviour were flexible so that the animals could adapt to different rations, while others were less flexible and seemed to be part of the animals’ personality.