This review summarizes the results from the INRA (Institut National de la Recherche Agronomique) divergent selection experiment on residual feed intake (RFI) in growing Large White pigs during nine generations of selection. It discusses the remaining challenges and perspectives for the improvement of feed efficiency in growing pigs. The impacts on growing pigs raised under standard conditions and in alternative situations such as heat stress, inflammatory challenges or lactation have been studied. After nine generations of selection, the divergent selection for RFI led to highly significant ( P<0.001) line differences for RFI (−165 g/day in the low RFI (LRFI) line compared with high RFI line) and daily feed intake (−270 g/day). Low responses were observed on growth rate (−12.8 g/day, P <0.05) and body composition (+0.9mm backfat thickness, P = 0.57; −2.64% lean meat content, P<0.001) with a marked response on feed conversion ratio (−0.32 kg feed/kg gain, P<0.001). Reduced ultimate pH and increased lightness of the meat ( P<0.001) were observed in LRFI pigs with minor impact on the sensory quality of the meat. These changes in meat quality were associated with changes of the muscular energy metabolism. Reduced maintenance energy requirements (−10% after five generations of selection) and activity (−21% of time standing after six generations of selection) of LRFI pigs greatly contributed to the gain in energy efficiency. However, the impact of selection for RFI on the protein metabolism of the pig remains unclear. Digestibility of energy and nutrients was not affected by selection, neither for pigs fed conventional diets nor for pigs fed high-fibre diets. A significant improvement of digestive efficiency could likely be achieved by selecting pigs on fibre diets. No convincing genetic or blood biomarker has been identified for explaining the differences in RFI, suggesting that pigs have various ways to achieve an efficient use of feed. No deleterious impact of the selection on the sow reproduction performance was observed. The resource allocation theory states that low RFI may reduce the ability to cope with stressors, via the reduction of a buffer compartment dedicated to responses to stress. None of the experiments focussed on the response of pigs to stress or challenges could confirm this theory. Understanding the relationships between RFI and responses to stress and energy demanding processes, as such immunity and lactation, remains a major challenge for a better understanding of the underlying biological mechanisms of the trait and to reconcile the experimental results with the resource allocation theory.