The aim of this study was to evaluate the effects of associations and allele substitution of DNA single nucleotide polymorphism (SNP) on genes linked to appetite control (NPY and PDE3B) and ion transport (ITPR1 and TRPM3) of average daily gain (ADG), feed conversion ratio (FCR), residual feed intake (RFI), residual BW gain (RWG), residual intake and body weight gain (RIG) and dry matter intake (DMI) of Nellore (Bos indicus) cattle. We evaluated the DMI, body weight and ADG of two hundred fifty-one animals kept in feedlots. The data were used to calculate the FCR, RFI, RWG and RIG. The associations of these variables with four SNPs (one in each gene cited above) were analyzes and the effects of allele substitution were estimated using PROC MIXED of SAS 9.3. The SNPs showed no association in genes ITPR1, TRPM3 and NPY, but we observed a significant association (P≤0.05) and effect of allele substitution in one SNP in gene PDE3B with DMI, RFI and RIG. The SNPs evaluated are polymorphic in Nellore cattle and the gene PDE3B should be further studied because it seems to have effect on feed intake and efficiency.