This study quantified methane (CH₄) and carbon dioxide (CO₂) production from beef heifers and cows classified for residual feed intake adjusted for off-test backfat thickness (RFI_fat) and reared in drylot during cold winter temperatures. Individual performance, daily feed intake, and RFI_fat were obtained for 1068 crossbred and purebred yearling heifers (eight trials) as well as 176 crossbred mature cows (six trials) during the winters of 2015–2017 at two locations. A portion of these heifers (147 high RFI_fat; 167 low RFI_fat) and cows (69 high RFI_fat; 70 low RFI_fat) was monitored for enteric CH₄ and CO₂ emissions using the GreenFeed Emissions Monitoring (GEM) system (C-Lock Inc., Rapid City, SD, USA). Low RFI_fat cattle consumed less feed [heifers, 7.80 vs. 8.48 kg dry matter (DM) d^-1; cows, 11.64 vs. 13.16 kg DM d^-1] and emitted less daily CH₄ (2.5% for heifers; 3.7% for cows) and CO₂ (1.4% for heifers; 3.4% for cows) compared with high RFI_fat cattle. However, low RFI_fat heifers and cows had higher CH₄ (6.2% for heifers; 9.9% for cows) and CO₂ yield (7.3% for heifers; 9.8% for cows) per kilogram DM intake compared with their high RFI_fat pen mates. The GEM system performed at air temperatures between +20 and -30 °C. Feed intake of heifers and mature cows was differently affected by ambient temperature reduction between +20 and -15 °C and similarly increased their feed intake at temperatures below -15 °C. In conclusion, low RFI_fat animals emit less daily enteric CH₄ and CO₂, due mainly to lower feed consumption at equal body weight, gain, and fatness.