The intraflock variability of feed efficiency (FE) in dairy ewes was examined through monitoring residual feed intake (RFI). Primiparous lactating ewes (n = 43; 57.7 ± 0.91 kg BW at lambing), representative of a French Lacaune dairy flock, were allocated in an equilibrated 2 × 2 factorial design experiment, lasting 63 d during the mid-lactation and combining 2 litter sizes (singletons, SING or twins, TWIN) and 2 daily milking frequencies (once, ONE or twice, TWO). Ewes were individually fed a diet based on ryegrass silage, local hay, and supplements. Individual DMI was recorded daily and used to evaluate differences in RFI at 35, 42, 49, 56, 63, 70, 77, 84, 91, and 98 d after lambing. Total (BW) and metabolic BW (BW^0.75), BCS, milk yield and plasma NEFA concentration were monitored weekly. Differences in DMI were mainly due to the lactation stage and litter size and was, on average, 11% higher in ewes with TWIN compared with SING which was consistent with milk yield (i.e., TWIN > SING). The RFI was affected by litter size and the milking frequency × lactation stage interaction. Ewes with SING showed higher FE (–0.13 ± 0.020 vs. 0.08 ± 0.015 kg DM/ewe/d of RFI in SING vs. TWIN, respectively), whereas there were no differences in BW or BCS. Milking frequency did not affect DMI but milk yields were higher in TWO, which was related to a higher FE in this group (0.04 ± 0.017 vs. –0.10 ± 0.018 kg DM/ewe/d of RFI in ONE vs. TWO, respectively). The RFI was affected (P < 0.0001) by the ewe, thus allowing a ranking among individuals to be established. High (n = 22) or low (n = 21) FE ewes averaged –0.17 ± 0.09 or 0.18 ± 0.09 kg DM/d RFI, respectively. The RFI were not correlated with the individual milk production potential but were negatively correlated with NEFA, indicator of body reserves (BR) mobilization (i.e., low RFI ewes had higher NEFA). Despite the absence of differences in BW, BW^0.75 or BCS, high-efficiency ewes (i.e., with lower RFI and higher NEFA) mobilized almost 2-fold their BR compared with low-efficiency ewes. The observed inter-individual differences in RFI suggest considering these promising results for getting new insights in further studies looking for genetic improvements in FE.