Little is known about the role of the gut mucosal microbiota and microbe-host signaling in the variation of pig's feed efficiency (FE). This study therefore aimed to investigate the FE-related differences in the metabolically active mucosal bacterial microbiota and expression of genes for innate immune response, barrier function, nutrient uptake, and incretins in the cecum of finishing pigs. Pigs (n = 72) were ranked for their residual feed intake (RFI; metric for FE) between days 42 and 91 postweaning and were stratified within litter and sex into high (HRFI; n = 8) and low RFI (LRFI; n = 8). Cecal mucosa and digesta were collected on day 137-141 of life. After isolating total RNA from the mucosa, the RNA was transcribed into cDNA which was used for gene expression analysis, total bacterial quantification, and high-throughput sequencing (Illumina MiSeq) of the hypervariable V3-V4 region of the 16S rRNA gene. The RFI differed by 2.1 kg between low RFI (LRFI; good FE) and high RFI (HRFI; poor FE) pigs (P < 0.001). The cecal mucosa was mainly colonized by Helicobacteraceae, Campylobacteraceae, Veillonellaceae, Lachnospiraceae, and Prevotellaceae. Despite the lack of differences in microbial diversity and absolute abundance, RFI-associated compositional differences were found. The predominant genus Campylobacter tended (P < 0.10) to be 0.4-fold more abundant in LRFI pigs, whereas low abundant Escherichia/Shigella (P < 0.05), Ruminobacter (P < 0.05), and Veillonella (P < 0.10) were 3.4-, 6.6-, and 4.4-fold less abundant at the cecal mucosa of LRFI compared to HRFI pigs. Moreover, mucin 2 and zona occludens-1 were less expressed (P < 0.05) in the cecal mucosa of LRFI compared to HRFI pigs. Cecal mucosal expression of monocarboxylate transporter-1, glucagon-like peptide-1, and peptide YY further tended (P < 0.10) to be downregulated in LRFI compared to HRFI pigs, indicating an enhanced VFA uptake and signaling in HRFI pigs. Sparse partial least square regression and relevance networking support the hypothesis that certain mucosal bacteria and luminal microbial metabolites were more associated than others with differences in RFI and cecal gene expression. However, present results do not allow the determination of whether mucosal bacterial changes contributed to variation in FE or were rather a consequence of FE-related changes in the pig's physiology or feeding behavior.