This study aimed to quantify the relationship between residual feed intake (RFI) measured in 500 heifers and subsequently as mid-gestation cows at the Roy Berg Kinsella Research Station (KIN; n = 227) and Lacombe Research and Development Centre (LRDC; n = 273). Heifers were initially tested for RFI adjusted for end of test rib fat (RFI_fat) at 8–12 months of age and then again as 3-year-old first-calf heifers at KIN and as 4–13-year-old cows at LRDC. Heifer RFI_fat measured in drylot on a forage diet was associated (R² > 0.53; P < 0.001) with RFI_fat measured again as older cows. Each 1 kg DM day⁻¹ change in heifer RFI_fat equaled 0.48 ± 0.10 and 0.75 ± 0.19 kg DM day⁻¹ change in cow RFI_fat for KIN and LRDC, respectively. Linear effects were also reported for RFI_fat component traits, where DMI (P < 0.001), ADG (P < 0.060), mid-test metabolic weight (P < 0.001), and end of test rib fat (P < 0.001) measured as heifers were related when measured again as older cows. In addition, the linear effects of heifer RFI_fat on cow RFI_fat were constant across cow age groups from 4–10 years of age. These results show that selection for RFI in heifers will result in cows that are also more feed efficient.