We investigated whole blood and hepatic mRNA expressions of immune genes and rumen microbiome of crossbred beef steers with divergent residual feed intake phenotype to identify relevant biological processes underpinning feed efficiency in beef cattle. Low-RFI beef steers (n = 20; RFI = − 1.83 kg/d) and high-RFI beef steers (n = 20; RFI = + 2.12 kg/d) were identified from a group of 108 growing crossbred beef steers (average BW = 282 ± 30.4 kg) fed a high-forage total mixed ration after a 70-d performance testing period. At the end of the 70-d testing period, liver biopsies and blood samples were collected for total RNA extraction and cDNA synthesis. Rumen fluid samples were also collected for analysis of the rumen microbial community. The mRNA expression of 84 genes related to innate and adaptive immunity was analyzed using pathway-focused PCR-based arrays. Differentially expressed genes were determined using P-value ≤ 0.05 and fold change (FC) ≥ 1.5 (in whole blood) or ≥ 2.0 (in the liver). Gene ontology analysis of the differentially expressed genes revealed that pathways related to pattern recognition receptor activity, positive regulation of phagocytosis, positive regulation of vitamin metabolic process, vascular endothelial growth factor production, positive regulation of epithelial tube formation and T-helper cell differentiation were significantly enriched (FDR < 0.05) in low-RFI steers. In the rumen, the relative abundance of PeH15, Arthrobacter, Moryella, Weissella, and Muribaculaceae was enriched in low-RFI steers, while Methanobrevibacter, Bacteroidales_BS11_gut_group, Bacteroides and Clostridium_sensu_stricto_1 were reduced. In conclusion, our study found that low-RFI beef steers exhibit increased mRNA expression of genes related to immune cell functions in whole blood and liver tissues, specifically those involved in pathogen recognition and phagocytosis regulation. Additionally, these low-RFI steers showed differences in the relative abundance of some microbial taxa which may partially account for their improved feed efficiency compared to high-RFI steers.