Oxidative stress occurs when oxidant production exceeds the antioxidant capacity to detoxify the reactive intermediates or to repair the resulting damage. Feed efficiency has been associated with mitochondrial function due to its impact on cell energy metabolism. However, mitochondria are also recognized as a major source of oxidants. The aim of this study was to determine lipid and protein oxidative stress markers, and gene and protein expression as well as activity of antioxidant enzymes in the liver of steers of divergent residual feed intake (RFI) phenotypes. Hereford steers (n = 111) were evaluated in post-weaning 70 days standard test for RFI. Eighteen steers exhibiting the greatest (n = 9; high-RFI) and the lowest (n = 9; low-RFI) RFI values were selected for this study. After the test, steers were managed together under grazing conditions until slaughter when they reached the slaughter body weight. At slaughter, hepatic samples were obtained, were snap-frozen in liquid nitrogen and stored at −80°C until analyses. Hepatic thiobarbituric acid reactive species and protein carbonyls were greater (P = 0.05) and hepatic 4-hydroxynonenal protein adducts tended (P = 0.10) to be greater for high- than low-RFI steers. Hepatic gene expression glutathione peroxidase 4, glutamate–cysteine ligase catalytic subunit and peroxiredoxin 5 mRNA was greater (P ≤ 0.05) and glutathione peroxidase 3 mRNA tended (P = 0.10) to be greater in low- than high-RFI steers. Hepatic protein expression and enzyme activity of manganese superoxide dismutase and glutathione peroxidase enzyme activity tended (P ≤ 0.10) to be greater for low- than high-RFI steers. High-efficiency steers (low-RFI) probably had better hepatic oxidative status which was strongly associated with greater antioxidant ability near to the oxidant production site and, therefore, reduced oxidative stress of the liver. Decreased hepatic oxidative stress would reduce maintenance requirements due to a lower protein and lipid turnover and better efficiency in the use of energy.