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The inter-cattle growth variations stem from the interaction of many metabolic processes making animal selection difficult. We hypothesized that growth could be predicted using metabolomics. Urinary biomarkers of cattle feed efficiency were explored using mass spectrometry-based untargeted and targeted metabolomics. Feed intake and weight-gain was measured in steers (n = 75) on forage-based growing rations (stage-1, 84 days) followed by high-concentrate finishing rations (stage-2, 84 days). Urine from days 0, 21, 42, 63, and 83 in each stage were analyzed from steers with the greater (n = 14) and least (n = 14) average-daily-gain (ADG) and comparable dry-matter-intake (DMI; within 0.32 SD of the mean). Steers were slaughtered after stage-2. Adjusted fat-thickness and carcass-yield-grade increased in greater-ADG-cattle selected in stage-1, but carcass traits did not differ between ADG-selected in stage-2. Overall 85 untargeted metabolites segregated greater- and least-ADG animals, with overlap across diets (both stages) and breed type, despite sampling time effects. Total 18-bile acids (BAs) and 5-steroids were quantified and associated with performance and carcass quality across ADG-classification depending on the stage. Stepwise logistic regression of urinary BA and steroids had > 90% accuracy identifying efficient-ADG-steers. Urine metabolomics provides new insight into the physiological mechanisms and potential biomarkers for feed efficiency.