Residual feed intake (RFI), as a measure of feed conversion during growth, was estimated for around 2,000 growing Holstein-Friesian heifer calves aged 6 to 9 mo in New Zealand and Australia, and individuals from the most and least efficient deciles (low and high RFI phenotypes) were retained. These animals (78 New Zealand cows, 105 Australian cows) were reevaluated during their first lactation to determine if divergence for RFI observed during growth was maintained during lactation. Mean daily body weight (BW) gain during assessment as calves had been 0.86 and 1.15 kg for the respective countries, and the divergence in RFI between most and least efficient deciles for growth was 21% (1.39 and 1.42 kg of dry matter, for New Zealand and Australia, respectively). At the commencement of evaluation during lactation, the cows were aged 26 to 29 mo. All were fed alfalfa and grass cubes; it was the sole diet in New Zealand, whereas 6 kg of crushed wheat/d was also fed in Australia. Measurements of RFI during lactation occurred for 34 to 37 d with measurements of milk production (daily), milk composition (2 to 3 times per week), BW and BW change (1 to 3 times per week), as well as body condition score (BCS). Daily milk production averaged 13.8 kg for New Zealand cows and 20.0 kg in Australia. No statistically significant differences were observed between calf RFI decile groups for dry matter intake, milk production, BW change, or BCS; however a significant difference was noted between groups for lactating RFI. Residual feed intake was about 3% lower for lactating cows identified as most efficient as growing calves, and no negative effects on production were observed. These results support the hypothesis that calves divergent for RFI during growth are also divergent for RFI when lactating. The causes for this reduced divergence need to be investigated to ensure that genetic selection programs based on low RFI (better efficiency) are robust.