Pekin ducks are world-famous for its fast growth and have become the majority of breeds rearing in duck industry. Feed conversion ratio (FCR) is an important trait in Pekin ducks breeding and production, and the underlying biological processes are complex. To gain an insight to the possible biological mechanism underlying the FCR in Pekin ducks, an artificial selection population (S) and a natural population (Z7) were used in this study. The FCR of S line decreased from 2.184 ± 0.057 in the first generation to 1.886 ± 0.063 in the eighth generation, which displays significantly low FCR (p = 0.0032) than that of the Z7 line (2.23 ± 0.046). Then, 9 samples from eighth generation of S line and 10 samples from Z7 were used for whole-genome resequencing. Analyses of FST, θπ and XP-EHH revealed 450, 479 and 356 candidate genes, which involved in 1,955, 1,933 and 1,964 candidate divergent regions (CDRs), respectively. And the integration of three approaches resulted in 30 overlapping genes. Functional analysis of 30 candidate genes revealed that variants of KCNQ1 and ADCY7, which were involved in the pancreatic secretion signal pathway, could be important molecular markers for high feed conversion efficiency in S line breeding.