Our long-term objective is to develop breeding strategies for improving feed efficiency in dairy cattle. In this study, phenotypic data were pooled across multiple research stations to facilitate investigation of the genetic and nongenetic components of feed efficiency in Holstein cattle. Specifically, the heritability of residual feed intake (RFI) was estimated and heterogeneous relationships between RFI and traits relating to energy utilization were characterized across research stations. Milk, fat, protein, and lactose production converted to megacalories (milk energy; MilkE), dry matter intakes (DMI), and body weights (BW) were collected on 6,824 lactations from 4,893 Holstein cows from research stations in Scotland, the Netherlands, and the United States. Weekly DMI, recorded between 50 to 200 d in milk, was fitted as a linear function of MilkE, BW0.75, and change in BW (¿BW), along with parity, a fifth-order polynomial on days in milk (DIM), and the interaction between this polynomial and parity in a first-stage model. The residuals from this analysis were considered to be a phenotypic measure of RFI. Estimated partial regression coefficients of DMI on MilkE and on BW0.75 ranged from 0.29 to 0.47 kg/Mcal for MilkE across research stations, whereas estimated partial regression coefficients on BW0.75 ranged from 0.06 to 0.16 kg/kg0.75. Estimated partial regression coefficients on ¿BW ranged from 0.06 to 0.39 across stations. Heritabilities for country-specific RFI were based on fitting second-stage random regression models and ranged from 0.06 to 0.24 depending on DIM. The overall heritability estimate across all research stations and all DIM was 0.15±0.02, whereas an alternative analysis based on combining the first- and second-stage model as 1 model led to an overall heritability estimate of 0.18±0.02. Hence future genomic selection programs on feed efficiency appear to be promising; nevertheless, care should be taken to allow for potentially heterogeneous variance components and partial relationships between DMI and other energy sink traits across environments when determining RFI.