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Genetic improvement of feed efficiency is key to improve the economic and environmental sustainability of fish farming. However, it requires individual phenotypes of feed efficiency, which are difficult if not impossible to obtain when fish are reared in tanks or cages. Here, we applied and validated on gilthead sea bream a method to evaluate individual feed efficiency based on individual rearing of fish in aquariums under restricted feeding. We collected individual phenotypes of feed efficiency in aquariums on 538 sea bream (average weight = 54.50 g). Based on these individual phenotypes, fish (average weight = 174.6 g) were reared in groups of divergent phenotypes (high or low feed efficiency), validating that individual feed efficiency had an impact on group feed efficiency at a later stage. All 538 fish, their parents as well as 794 sibs reared in cages in a production environment, were genotyped on a 57k SNP array to estimate genomic heritability and correlations between traits. We showed that feed efficiency was heritable but did not find significant associated QTLs. We also showed that feed efficiency was negatively genetically correlated to viscera yield, indicating that the most efficient fish had less viscera than the least efficient ones. Altogether, these results support that measuring individual feed efficiency in aquariums under restricted feeding may be used as a reliable phenotyping method to genetically improve feed efficiency, despite the bias intrinsically linked to individual rearing.