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Proteomics studies can be used to identify proteins that affect feed efficiency traits, related to cost and profitability of meat production. We used a proteomic approach based on two-dimensional electrophoresis (2D-PAGE) in combination with mass spectrometry (ESI-MS) to study liver samples of Nellore bulls divergently ranked according to residual feed intake (RFI). The study showed that 71 protein spots were expressed differentially (P < 0.05) among RFI groups and 47 were identified by ESI-MS. In RFI, efficient animals (low RFI) eat less than predictions, based on their weights and growth rate, while inefficient animals (high RFI) that eat more than predicted. Data from 18 animals (9 high vs. 9 low RFI) aged 24-26 months in feedlot finishing were used. Immediately after slaughter, liver samples were collected and protein extracts were separated. The gels of RFI groups were scanned and the images analyzed, whereby we found 279 and 215 liver protein spots in high and low RFI bulls, respectively. The proteins identified were related to the following biological functions: (I) oxygen transport and blood flow; (II) mitochondrial function and energy metabolism; (III) amino acid metabolism, ion transport, and cell survival. The study suggests hemoglobin subunit beta and heat shock protein 71 kDa and as molecular markers to study FE in Nellore cattle. Moreover, proteins such as 3-ketoacyl-CoA thiolase and glutamate dehydrogenase 1 were found in liver from high and low RFI animals, respectively. Such protein expression could be associated with changes in the oxidative capacity of RFI phenotypes.