Residual feed intake (RFI) is commonly used as a measure of feed efficiency at a given level of production. A total of 16,872 pigs with their pedigree traced back as far as possible was used to estimate genetic parameters for RFI, growth performance, food conversion ratio (FCR), body conformation, and feeding behavior traits in 3 Danish breeds [Duroc (DD), Landrace (LL), and Yorkshire (YY)]. Two measures of RFI were considered: residual feed intake 1 (RFI1) was calculated based on regression of daily feed intake (DFI) from 30 to 100 kg on initial test weight and ADG from 30 to 100 kg (ADG2). Residual feed intake 2 (RFI2) was as RFI1, except it was also regressed with respect to backfat (BF). The estimated heritabilities for RFI1 and RFI2 were 0.34 and 0.38 in DD, 0.34 and 0.36 in LL, and 0.39 and 0.40 in YY, respectively. The heritabilities ranged from 0.32 (DD) to 0.54 (LL) for ADG2, from 0.54 (DD) to 0.67 (LL) for BF, and from 0.13 (DD) to 0.19 (YY) for body conformation. Feeding behavior traits including DFI, number of visits to feeder per day (NVD), total time spent eating per day (TPD), feed intake rate (FR), feed intake per visit (FPV), and time spent eating per visit (TPV) were moderately to highly heritable. Residual feed intake 2 was genetically independent of ADG2 and BF in all breeds, except it had low genetic correlation to ADG2 in YY (0.2). Residual feed intake 1 was also genetically independent of ADG2 in DD and LL. Both RFI traits had strong genetic correlations with DFI (0.85 to 0.96) and FCR (0.76 to 0.99). They had low or no genetic correlations with feeding behavior traits. Unfavorable genetic correlations were found between ADG2 and both BF and DFI. Among feeding behavior traits, DFI had low genetic correlations to other traits in all breeds. High and negative genetic correlations were also found between TPD with FR (-0.79 in YY to -0.88 in DD), NVD, and TPD (-0.91 in DD to -0.94 in YY) and between NVD and FPV (-0.83 in DD to -0.91 in YY) in all breeds. The genetic trend for feed efficiency was favorable in all breeds regardless of the definition of feed efficiency used. In summary, RFI1 and RFI2 were heritable and selection for reduced RFI2 can be performed without adversely affecting ADG and BF and could replace FCR in the selection index for the Danish pig breeds. Selection could also be based on RFI1 for breeds with fewer concerns about a negative effect of BF or for breeds that do not have BF records.