Copy number variation (CNV) is an important type of genetic variation contributing to phenotypic differences among mammals and may serve as an alternative molecular marker to single nucleotide polymorphism (SNP) for genome-wide association study (GWAS). Recently, GWAS analysis using CNV has been applied in livestock, although few studies have focused on Holstein cattle. Here, we describe 191 CNV of high confidence that were detected using SNP genotypes generated with the BovineHD Genotyping BeadChip (Illumina, San Diego, CA) among 528 Holstein cows. The CNV were used for GWAS analysis of 10 important production traits of cattle related to feed intake, milk quality, and female fertility, as well as 2 composite traits of net merit and productive life. In total, we detected 57 CNV associated (P < 0.05 after false discovery rate correction) with at least one of the 10 phenotypes. Focusing on feed efficiency and intake-related phenotypes of residual feed intake and dry matter intake, we detected a single CNV (CNV1) associated with both traits which overlaps predicted olfactory receptor gene OR2A2 (LOC787786). Additionally, 2 CNV (CNV32 and CNV66) within the RXFP4 and 2 additional olfactory receptor gene regions, respectively, were associated with residual feed intake. The RXFP4 gene encodes a receptor for an orexigenic peptide, insulin-like peptide 5 produced by intestinal L cells, which is expressed by enteric neurons. Olfactory receptors are critical for transmitting the effects of odorants, contributing to the sense of smell, and have been implicated in participating in appetite regulation. Our results identify CNV for genomic evaluation in Holstein cattle, and provide candidate genes contributing to variation in feed efficiency and feed intake-related traits.