Reducing enteric methane (CH4) production and improving feed conversion efficiency of dairy cows is of high importance. Residual feed intake (RFI) is one measure of feed efficiency, with low RFI animals being more efficient in feed conversion. Enteric CH4 is an important source of digestible energy loss in ruminants and, because research in beef cattle has reported a positive relationship between RFI and daily CH4 production, we hypothesized that low RFI dairy heifers, which are more feed efficient, would produce less CH4/d. We measured the daily methane production (g of CH4/d), methane yield [g of CH4/kg of dry matter intake (DMI)], and CH4 per kilogram of body weight (BW) gain for 56 heifers (20-22 mo old) in a 2 × 2 factorial arrangement: factors included 2 breeds (Holstein-Friesian and Jersey; n = 28/breed), with equal numbers of animals previously determined as being either high [+2.0 kg of dry matter (DM)/d] or low RFI (-2.1 kg of DM/d; n = 28/RFI category). All heifers were commingled and offered unrestricted access to the same diet of dried alfalfa cubes. Between RFI categories, heifers did not differ in BW or BW gain but low RFI heifers had 9.3 and 10.6% lower DMI and DMI/kg of BW, respectively, than high RFI heifers. Similarly, RFI category did not affect CH4/d or CH4/kg of BWg, but CH4/kg of DMI was higher in low RFI heifers because of their lower DMI. These results might reflect more complete digestion of ingested feed in the more efficient, low RFI heifers, consistent with previous reports of greater apparent digestibility of organic matter. Holstein-Friesian heifers were heavier and consumed more total DM than Jersey heifers, but breed did not affect DMI/kg of BW or BWg. Jersey heifers produced less CH4/d, but not CH4/kg of DMI or CH4/kg of BWg. We detected no interaction between breed and RFI category in any of the variables measured. In conclusion, differences in RFI in dairy heifers did not affect daily CH4 production (g/d); however, low RFI heifers had a greater CH4 yield (g/kg of DMI) on a high forage diet.