A meta-analysis based on an individual-cow data set was conducted to investigate the between-cow variation in the components of feed efficiency (FE) and to explore the relationships among these components and FE measures. Data were taken from 24 change-over studies consisting of a total of 687 cow/period observations. The experimental diets were based on grass and corn silages, fresh grass, mixture of fresh grass and straw, with cereal grains or by-products as energy supplements, and soybean or canola meal as protein supplements. Average forage: concentrate ratio across all diets on a dry matter basis was 57:43. Variance component and repeatability estimates of FE components were determined using diet, period and cow within experiment as random effects in mixed procedures of SAS. Gross energy intake (GE, MJ/d), and Milk energy (E_l) were more repeatable (≥0.53) experimental measures than [GE digestibility (GED), Fecal energy (FecalE), metabolisable energy (ME), urinary energy (UE), CH₄ energy (CH₄E), heat production (HP) expressed in MJ/kg DM intake], ME requirement for maintenance (ME_m, MJ/kg^0.75) and the efficiency of ME use for lactation (k_l). Similarly, GE and E_l displayed higher between-cow coefficient of variation (CV = 0.091 and 0.096 respectively) than the rest of the components. A high GED was associated with increased CH₄E (r = 0.35), HP (r = 0.40), ME (r = 0. 93), body reserves deposition (r = 0.29), k_l (r = 0.11), ME_m (r = 0.12) and decreased Fecal-E (r = −0.81). However, no correlation between GED and E_l or UE was observed. Increased GE efficiency (GEeff = E_l/GE) was associated with increases in E_l, CH₄E, HP and mobilization of body reserves, without any effect on Fecal-E, GED, ME, UE, ME_m, and k_l. Low residual feed intake (RFI) was associated with reduced FecalE, UE, CH₄E, HP, ME_m, but increased GED, ME and k_l without any effect on E_l. Clearly, high CH₄ emitters were also high milk producers. Improved GED lead to higher methane and heat production. Because the gastro-intestinal tract tissues have a high metabolic rate, improved GED resulted in increased maintenance requirement. Several mechanisms are involved in the observed differences in FE of dairy cows. In conclusion, ranking of animals for FE can differ depending on the definition used.