Our objective was to determine whether phenotypic residual feed intake (pRFI) was associated feed efficiency (fat-and-protein-corrected milk/dry matter intake (DMI)), N use efficiency (milk N/N intake), and metabolic energy losses: urinary N and enteric methane (CH₄) in dairy cows. Data for this study was obtained from a 12-week trial in which 18 multiparous Holstein cows in mid-lactation were fed total mixed rations with 16.5% crude protein, approximately 29.0% neutral detergent fiber and 45.5% nonfiber carbohydrates (dry matter basis). Nitrogen balance was from urine and fecal spot sampling and CH₄ emission was from a GreenFeed unit (C-Lock Inc., Rapid City, SD). First, an equation was developed to predict DMI for the cohort of 18 cows based on the multiple linear regression between actual DMI and actual energy expenditures (NRC-predicted energy in milk, change in body weight, and maintenance) for each cow over 12 weeks. A pRFI was then calculated for each cow as the difference between actual and predicted DMI (cohort pRFI ranging from −2.35 to 2.13 kg/d). Pearson correlations indicated that pRFI was positively correlated with actual DMI (20.8 to 28.1 kg/d, r = 0.66, P < 0.01) and fecal N excretion (140 to 200 g/d, r = 0.61, P < 0.01) but negatively correlated with feed efficiency (1.34 to 1.77, r = −0.54, P = 0.02) and N use efficiency (25.1 to 32.1%, r = −0.76, P < 0.01). In contrast, pRFI was not correlated with milk urea nitrogen (12.3 to 16.0 mg/dL, r = −0.11, P = 0.67), urinary N (210 to 400 g/d, r = 0.22, P = 0.38), urinary urea-N (162 to 239 g/d, r = 0.32, P = 0.20), enteric CH₄ emission (401 to 566 g/d, r = 0.15, P = 0.54), CH₄/DMI (16.4 to 24.3 g/kg, r = −0.34, P = 0.17), CH₄/milk yield (10.6 to 18.2 g/kg, r = 0.06, P = 0.80) and milk yield (29.5 to 42.7 kg/d, r = 0.12, P = 0.63). Results of this study suggested that pRFI of dairy cows reflected feed efficiency and was associated with fecal N excretion and N use efficiency but not with urinary-N and enteric CH₄ (metabolic energy losses).