The goal of this study was to find potential gene expression biomarkers in blood of piglets that can be used to predict pigs’ future feed efficiency. Using RNA-seq technology, we found 453 genes were differentially expressed (false discovery rate (FDR) ≤ 0.05) in the blood of two Yorkshire lines of pigs divergently selected for feed efficiency (FE) based on residual feed intake (RFI). Genes involved in several biosynthetic processes were overrepresented among genes more highly expressed in the low RFI line compared to the high RFI line. Weighted gene co-expression network analysis (WGCNA) also revealed genes involved in some of these biosynthesis processes and having similar patterns of expression formed clusters. The average expression in the clusters was highly associated with lines (p < 3.9E-07, R2 > 0.59). Current findings implied these biosynthesis pathways might be more active in the high RFI line. After further stringent validation, some of the differentially expressed genes (DEGs) will be selected for validation as biomarkers for feed efficiency.