A study of multiple tissues was conducted to identify potential metabolic differences in cattle differing in feed efficiency. Individual feed intake and body weight was measured on 144 steers during 105 days on a high-concentrate ration. Steers were selected according to differences in average daily gain (ADG) with those with the greatest ADG (n = 8; 1.96 ± 0.02 kg/day) and least ADG (n = 8; 1.57 ± 0.02 kg/day), whose dry matter intake was within 0.32 SD of the mean intake (10.10 ± 0.05 kg/day). Duodenum, liver, adipose, and longissimus-dorsi were collected at slaughter, and metabolomics profiles were performed by ultra performance liquid chromatography quadrupole-time of-flight mass spectrometry. Principal components analyses, t-tests, and fold changes in tissues profile were used to identify differential metabolites between ADG groups. These were primarily involved in α-linolenic metabolism, which was downregulated in the greatest ADG as compared to least-ADG group in duodenum, adipose, and longissimus-dorsi. However, taurine and glycerophospholipids metabolisms were both upregulated in the greatest ADG compared with least-ADG group in the liver. The phospholipids and cholesterol were quantified in the tissues. Lipid transport and oxidation were the main common metabolic mechanisms associated with cattle feed efficiency. Combining analyses of multiple tissues may offer a powerful approach for defining the molecular basis of differences in performance among cattle for key production attributes.