<p>Improving feed efficiency is crucial for the sustainable development of aquaculture. In this study, the feed conversion efficiency (FCE) of 240 largemouth bass (<i>Micropterus salmoides</i>) was individually assessed after 60-day independent culture. 14 individuals with the highest and the lowest FCE were defined as the High- and Low-FCE groups, respectively. The differences between the two groups in growth, feed utilization, whole genome, transcriptome, and metabolome were analyzed. The High-FCE group exhibited significantly better weight gain, specific growth rate, and protein efficiency ratio, while no significant difference was found in feeding rate, indicating that the growth advantage may originate from superior FCE. Genome-wide association analysis identified four significant SNPs and five candidate genes associated with FCE. Transcriptome profiling revealed that genes related to digestion, absorption, and immunity were significantly up-regulated, while genes related to energy-consuming biosynthesis and processing were significantly suppressed in the High-FCE group. Metabolome analysis indicated that the purine metabolites were accumulated and purine metabolic pathway was activated in the High-FCE group, suggesting optimized energy metabolism. The increase in adenine and glucuronic acid content in liver may be beneficial to the improvement of FCE. Furthermore, common differential genes and metabolites identified in the liver and brain were involved in regulating energy metabolism, fat metabolism, immunity, and signal transduction, indicating the existence of a liver–brain synergistic regulatory network for FCE. In conclusion, high feed efficiency in largemouth bass resulted from the synergistic integration of enhanced nutrient digestion and absorption, optimized energy metabolism, improved immune capacity, and efficient signal transduction.</p>