A better understanding of the factors regulating feed efficiency and their potential as predictors of feed efficiency in cattle is needed. Therefore, the potential of three classes of traits, namely, feeding behavior characteristics: daily time at feeder (TF; min/day), time per meal (TM; min), meal size (MS; g DM), eating rate (ER; g DM/min), number of daily meals (NM) and daily visits to the feeder (VF); infrared (IR) thermography traits (°C): eye (EY), cheek (CK), snout (SN), ribs (RB) and hind area (HA); and glucocorticoid levels: fecal cortisol metabolites (FCM; ng/g) and plasma cortisol (PC; ng/ml) as predictors of efficiency were evaluated in 91 steers (436 ± 37 kg) over 2 years (Y1 = 46; Y2 = 45). Additionally, the individual traits of each of these three classes were combined to define three single traits. Individual daily feed intake of a corn silage and high-moisture corn-based diet was measured using an automated feeding system. Body weight and thermographs were taken every 28 days over a period of 140 days. Four productive performance traits were calculated: daily dry matter intake (DMI), average daily gain (ADG), feed to gain ratio (F : G) and residual feed intake (RFI). Steers were also classified into three RFI categories (low-, medium- and high-RFI). Among the feeding behavior characteristics, MS and ER were correlated with all efficiency traits (range: 0.26 to 0.75). Low-RFI (more efficient steers) had smaller MS, lower ER and fewer VF in comparison to high-RFI steers. Less efficient steers (high-RFI) performed more VF during the nocturnal period than more efficient steers. More efficient steers had lower CK and SN temperatures than less efficient steers (28.1°C v. 29.2°C and 30.0°C v. 31.2°C), indicating greater energetic efficiency for low-RFI steers. In terms of glucocorticoids, PC was not correlated with efficiency traits. In contrast, more efficient steers had higher FCM in comparison to less efficient steers (51.1 v. 31.2 ng/g), indicating that a higher cortisol baseline is related to better feed efficiency. The overall evaluation of the three classes of traits revealed that feeding behavior, IR thermography and glucocorticoids accounted for 18%, 59% and 7% of the total variation associated with RFI, respectively. These classes of traits have usefulness in the indirect assessment of feed efficiency in cattle. Among them, IR thermography was the most promising alternative to screen cattle for this feed efficiency. These findings might have application in selection programs and in the better understanding of the biological basis associated with productive performance.