This study was conducted to evaluate associations of performance traits, feed efficiency, and blood variables with residual feed intake (RFI) in growing Nellore cattle. A total of 118 growing Nellore animals, 62 males and 56 females, were used. A diet containing 2 Mcal/kg was offered ad libitum and individual DMI was measured over a period of 84 d. Animals were classified as low (≤0.128 kg/d; = 40), medium (-0.128 to 0.135 kg/d; = 42), or high RFI (>0.135 kg/d; = 36). Blood samples were collected at the beginning and at the end of the test for determination of plasma concentrations of different blood variables. Data were analyzed using a mixed model that included the random effect of facility the fixed effects of sex, RFI class, and linear effect of the covariate age within sex; and the interaction between RFI class and sex. Least squares means were compared using a -test. Animals of different RFI classes presented similar performance traits and different DMI. Low-RFI animals consumed, on average, 0.670 kg/d less DM than high-RFI animals. Among the blood variables analyzed, significant differences among RFI classes were observed for urea, IGF-1, and insulin. Plasma urea concentrations were lower (5.58 vs. 5.91 mmol/L) and insulin (4.45 vs. 3.70 μIU/mL) and IGF-1 (433 vs. 399 ng/mL) concentrations were higher in low-RFI animals when compared to high-RFI animals. Plasma concentrations of urea, IGF-1, and insulin can be used as indicators of feed utilization efficiency in Nellore cattle.