The objective of this study was to investigate the relationship between feed efficiency in mid-lactation primiparous cows with change in body condition score (BCS) measured in late first parity and early second parity. Individual daily feed intakes, daily milk production, weekly body weight (BW), weekly BCS, and weekly samples for milk component analysis were collected over 8 weeks on 173 primiparous Holstein cows between 50 and 215 d in milk (DIM). For each cow, 3 measures of feed efficiency were calculated: the ratio of milk to feed (MtoF), calculated as her average milk energy (MilkE) output divided by her average dry matter intake (DMI); gross efficiency (GE), calculated as the ratio of the sum of MilkE and energy in body weight change (BWCE) divided by gross energy consumed; and residual feed intake (RFI), calculated as the regression of DMI on MilkE, metabolic body weight, and BWCE. Measures were adjusted for replicate and DIM. Weekly BCS were observed during late first parity and the first 45 DIM in second parity and used to estimate BCS at the start and end of each time period along with the change in BCS. For each feed efficiency measure, BCS traits were compared between the 18 most feed efficient and inefficient cows. Between feed efficiency group, mean RFI differed by 3.62 kg, GE by 0.10, and MtoF by 0.30 Mcal/kg per day. At dry off, low RFI (feed efficient) cows carried significantly more body condition than high RFI cows (3.5 ± 0.08 vs 3.25 ± 0.08). Furthermore, they tended to carry more condition throughout the first 45 d of second parity. When measured as MtoF, feed efficient cows tended to carry less condition 35 d before dry off (3.21 ± 0.08 vs 3.39 ± 0.08), though at the initiation of second parity, there was no difference in BCS. However, these cows tended to lose more condition during the first 45 DIM (−0.013 ± 0.002 vs −0.008 ± 0.02 points/d). There was no difference in BCS or change in BCS at any time period for GE. In conclusion, defining feed efficiency as RFI or GE will likely identify cows that maintain body condition throughout lactation, whereas defining feed efficiency as MtoF may favor cows prone to greater body condition loss during early lactation.