Increased food production is urgently needed to meet the high demand for agricultural products required by the world's growing population. Feed efficiency consists of achieving maximum output using minimum input on animal production. Improving feed efficiency is a valid strategy to increase food production without exhausting the natural resources of the planet. However, the biological mechanisms related to feed efficiency phenotype are not well understood yet. Ruminal activity is the major anaerobic biodigester that supplies energy for the animal, but only recently researchers have focused their attention on correlating rumen parameters to feed efficiency. Among these parameters, rumen microbial composition, gene expression of the rumen epithelium, rumen pH, metabolites, volatile fatty acid, methane production, feed digestibility, and microbial enzymes have been directly associated with feed efficiency. The rumen works as a stable and balanced ecosystem that influences the host, and modulating its microbial activity can be a useful strategy to mitigate emissions of pollutants into the environment (e.g., methane). This review provides an overview of all rumen parameters linked to feed efficiency in bovines and discusses how they can be better understood to improve animal productivity and sustainability.