Feed efficiency (FE) in dairy cattle is moderately heritable and selection for its improvement theoretically would be effective. Despite this, direct selection for FE is not practised in dairy cattle. Growth of milk recording programmes which monitor feeding information has made selection for feed efficiency, or at least efficiency of concentrate conversion, possible on a large scale. However, it has been estimated that corrected response to direct selection for increased milk yield probably results in 70-95% of the potential improvement in FE that could be achieved through direct selection for FE. Current selection practices for increased body size may be detrimental to FE. In pigs also, little direct selection for improved FE is practised. Experimental studies for selection for FE have been less successful than expected. Correlated response from selection for an index that combines growth rate and backfat seems to be as effective in improving FE as direct selection. Development of automated feeding devices which allow measurement of individual feed intake under group penning will facilitate monitoring of and selection for improved FE.