Feed efficiency is jointly determined by productivity and feed requirements, both of which are economically relevant traits in beef cattle production systems. The objective of this study was to identify genes/QTLs associated with components of feed efficiency in Nelore cattle using Illumina BovineHD BeadChip (770 k SNP) genotypes from 593 Nelore steers. The traits analyzed included: average daily gain (ADG), dry matter intake (DMI), feed-conversion ratio (FCR), feed efficiency (FE), residual feed intake (RFI), maintenance efficiency (ME), efficiency of gain (EG), partial efficiency of growth (PEG) and relative growth rate (RGR). The Bayes B analysis was completed with Gensel software parameterized to fit fewer markers than animals. Genomic windows containing all the SNP loci in each 1 Mb that accounted for more than 1.0% of genetic variance were considered as QTL region. Candidate genes within windows that explained more than 1% of genetic variance were selected by putative function based on DAVID and Gene Ontology. Thirty-six QTL (1-Mb SNP window) were identified on chromosomes 1, 2, 3, 5, 6, 7, 8, 9, 10, 12, 14, 15, 16, 18, 19, 20, 21, 22, 24, 25 and 26 (UMD 3.1). The amount of genetic variance explained by individual QTL windows for feed efficiency traits ranged from 0.5% to 9.07%. Some of these QTL minimally overlapped with previously reported feed efficiency QTL for Bos taurus. The QTL regions described in this study harbor genes with biological functions related to metabolic processes, lipid and protein metabolism, generation of energy and growth. Among the positional candidate genes selected for feed efficiency are: HRH4, ALDH7A1, APOA2, LIN7C, CXADR, ADAM12and MAP7. Some genomic regions and some positional candidate genes reported in this study have not been previously reported for feed efficiency traits in Bos indicus. Comparison with published results indicates that different QTLs and genes may be involved in the control of feed efficiency traits in this Nelore cattle population, as compared to Bos taurus cattle.