The cost of feed is a serious issue in the pork industry, contributing about 65 to 75% of the total production cost. To prevent economic losses and decreased productivity of the herd, it is important to select for animals that eat less for the same lean gain, or more efficient animals. Residual feed intake (RFI) is the difference between observed feed intake and expected feed intake based on estimated maintenance and production requirements. Selection for decreased RFI, or more efficient animals, is a potential solution to higher feed costs in pig production. However, animals that are highly selected for decreased RFI may have reduced energy input to the immune system and fail to withstand diseases and stressors after infection that negatively impact profitability. The objective of this study was to evaluate differences in circulating blood cell profiles at a young age between 2 lines of Yorkshire pigs that were divergently selected for RFI as well as the heritability of these traits, to investigate effects of selection for RFI on immune system parameters, and to identify potential biomarkers for feed efficiency. Previous work has shown that the 2 lines had diverged for IGF-1 in serum in young pigs and, therefore, this stage was investigated for other potential physiological differences. Blood samples were drawn for a complete blood count (CBC) analysis from 517 gilts and barrows, ages 35 to 42 d, across the 2 lines. In general, the low-RFI line had lower numbers of specific types of white blood cells but higher hemoglobin concentration and red blood cell volume compared to the high-RFI line. No significant correlations were found between CBC traits and RFI across and within the lines (0.05 < < 0.1). Of the 15 CBC traits that were measured, 3 were highly heritable (0.56 < < 0.62), 9 were moderately heritable (0.12 < < 0.47), and 3 were lowly heritable ( < 0.12), suggesting a substantial genetic component for CBC traits and that selection for CBC traits could be effective. Our results also show that selection for RFI has significantly impacted the number of circulating blood cells. In this experiment, we studied only healthy animals that were not under known pathogen challenge; therefore, our results cannot be directly applied to a disease challenge situation. Future work will be to challenge the animals and determine the effect of challenge on CBC levels.