Selection of dairy sheep based on production levels has caused a loss of rusticity, which might compromise their future resilience to nutritional challenges. Although refocusing breeding programs toward improved feed efficiency (FE) is expected, more-efficient ewes also seem to be more productive. As a first step to examine the relationship between FE and resilience in dairy sheep, in this study we explored the variation in the response to and the recovery from an acute nutritional challenge in high-yielding Assaf ewes phenotypically divergent for FE. First, feed intake, milk yield and composition, and body weight changes were recorded individually over a 3-wk period in a total of 40 sheep fed a total mixed ration (TMR) ad libitum. Data were used to calculate their FE index (FEI, defined as the difference between the actual and predicted intake estimated through net energy requirements for maintenance, production, and weight change). The highest and lowest FE ewes (H-FE and L-FE groups, respectively; 10 animals/group) were selected and then subjected to the nutritional challenge (i.e., withdrawing the TMR and limiting their diet only to the consumption of straw for 3 d). Afterward, sheep were fed again the TMR ad libitum. Temporal patterns of variation in performance traits, and ruminal fermentation and blood parameters were examined. A good consistency between FEI, residual feed intake, and feed conversion ratio was observed. Results supported that H-FE were more productive than L-FE sheep at similar intake level. Average time trends of milk yield generated by a piecewise model suggest that temporal patterns of variation in this trait would be related to prechallenge production level (i.e., H-FE presented quicker response and recovery than L-FE). Considering all studied traits, the overall response to and recovery from underfeeding was apparently similar or even better in H-FE than in L-FE. This would refute the initial hypothesis of a poorer resilience of more-efficient sheep to an acute underfeeding. However, the question remains whether a longer term feed restriction might impair the ability of H-FE ewes to maintain or revert to a high-production status, which would require further research.