This study aims identifying candidate genes and pathways associated with feed efficiency (FE) in pigs. Liver and duodenum transcriptomes of 37 gilts showing high and low residual feed intake (RFI) were analysed by RNA-Seq. Gene expression data was explored through differential expression (DE) and weighted gene co-expression network analyses. DE analysis revealed 55 and 112 differentially regulated genes in liver and duodenum tissues, respectively. Clustering genes according to their connectivity resulted in 23 (liver) and 25 (duodenum) modules of genes with a co-expression pattern. Four modules, one in liver (with 444 co-expressed genes) and three in duodenum (gathering 37, 126 and 41 co-expressed genes), were significantly associated with FE indicators. Intra-module analyses revealed tissue-specific candidate genes; 12 of these genes were also identified as DE between individuals with high and low RFI. Pathways enriched by the list of genes showing DE and/or belonging to FE co-expressed modules included response to oxidative stress, inflammation, immune response, lipid metabolism and thermoregulation. Low overlapping between genes identified in duodenum and liver tissues was observed but heat shock proteins were associated to FE in both tissues. Our results suggest tissue-specific rather than common transcriptome regulatory processes associated with FE in pigs.