Feed efficiency has become a strong driver for dairy cattle selection, but the underlying physiological sources of between-cow variation are unknown. One possible contributor could be differences in post-absorptive nutrient utilization. The objective of this study was to compare arterial-venous differences (AVdiff) of circulating energy metabolites in cows with high and low residual feed intake (RFI). Mid-lactation primi- and multiparous (PP, MP) Holstein cows (n = 61/replicate) were housed in a freestall pen with Insentec feeders (2 replications; 45d). Residual feed intake was calculated (PROC MIXED, SAS 9.4) by regressing energy intake on milk energy output(parity), median DIM(parity), metabolic BW(parity), and ΔBW(parity). Plasma samples were collected concurrently from the tail vessel (TV) and the subcutaneous abdominal vein (MV). Plasma was analyzed for glucose (glc), nonesterified fatty acids (NEFA), BHB, and triglycerides (TG). Cows within the top and bottom third (PP n = 17/group; MP n = 23/group) were deemed high RFI (least feed efficient) and low RFI (most feed efficient). The effect of RFI group on metabolite concentration and AVdiff was determined using PROC MIXED accounting for the fixed effect of group, parity, and group × parity, and the random effect of replicate. Concentration of TV NEFA (P = 0.09) and TG (P = 0.013) were greater in low RFI cows. AVdiff of NEFA (0.016 vs −0.001 ± 0.022 mM) and TG (6.0 vs 4.8 ± 0.4 mg/dL) were also greater (P < 0.05) for lowRFI cows. Glucose (16.9 vs 12.9 ± 1.8 mg/dL) and TG (6.1 vs 4.7 ± 0.4 mg/dL) AVdiff were greater (P < 0.02) for MP cows. In MV, concentration of glc, TG, and BHB were greater (P < 0.02) in PP animals. Interestingly, the percent of TV glc and TG sequestered by the mammary gland was greater (P < 0.01) in MP than PP cows. The observed parity differences in mammary uptake of metabolites suggests altered post-absorptive metabolism in PP and MP animals. Differences in mammary gland uptake of NEFA and TG between low and high RFI groups could contribute to individual cow variation in feed efficiency.