This study aimed to investigate the effects of titanium dioxide nanoparticles (TiO2 NPs) on feed efficiency of silkworm (Bombyx mori) (B. mori). The results showed that the amount of ingested food was increased by 3.31%, the percentage of ingested food was increased by 16.36%, the instar was prolonged by 6.77 h, the body mass of mature silkworm was increased by 11.41%, the cocoon mass was increased by 5.47%, the cocoon shell mass was increased by 9.80%, and the ratio of cocoon shell was increased by 3.54%. Average cocoon filament length, reelability, and neatness were increased by 3.15, 17.57, and 1.72%, respectively, whereas the cocoon filament size was decreased by 0.19%. The gene expression profiles were also examined with digital gene expression (DGE). The results showed that among 4,011 genes detected, 127 genes were differentially expressed including 57 genes whose expression was upregulated and 70 genes whose expression was downregulated. The expression levels of five genes related to metabolism were verified with quantitative real-time PCR, and the results were consistent with the DGE data. The activities of three major digestive enzymes in the midgut were also assayed; the results showed that the activities of trehalase, protease, and lipase in TiO2 NP-fed group were increased by 42.55, 78.13, and 33.33%, respectively. These results indicate that feeding B. mori with TiO2 NPs can stimulate the transcriptional level of genes related to digestion and absorption of nutrients in the midgut and increase the activities of trehalase, protease, and lipase and, thus, increase the feed efficiency of B. mori.