Feed efficiency is an important trait in pig production, with evidence to suggest that the efficiencies of a variety of biological systems contribute to variation in this trait. Little work has been conducted on the contribution of the intestinal innate immune response to divergence in feed efficiency. Hence, the objective of this study was to examine select bacterial populations and gene expression profiles of a range of targets relating to gut health and immunity in the intestine of pigs phenotypically divergent in feed efficiency in: a) the basal state; and (b) following an ex-vivo lipopolysaccharide (LPS) challenge of ileal and colonic tissue. Male pigs (initial BW 22.4 kg (SD = 2.03)) were fed a standard finishing diet for the final 43 days prior to slaughter to evaluate feed intake and growth for the purpose of calculating residual feed intake (RFI). On day 115, 16 animals (average weight 85 kg, SEM 2.8 kg), designated high RFI (HRFI) and low RFI (LRFI) were slaughtered. The LRFI pigs had increased lactobacillus spp. in the caecum compared to HRFI pigs (P < 0.05). RFI groups did not differ in the expression of the measured genes involved in the innate immune system in the basal ileal or colonic tissues (P > 0.10). Interestingly, there was an interaction between RFI and LPS for the cytokines IL-8, IL-1, IL-6, TNF-α, Interferon-γ (IFN-γ) and SOCS3, with the LRFI group having consistently lower gene expression in the colon following the LPS challenge, compared to the HRFI group. The lower gene expression of SOCS and cytokines following an ex vivo LPS challenge supports the theory that a possible energy saving mechanism exists in the intestinal innate immune response to an immune challenge in more feed efficient pigs.