As production costs continue to rise, the global population expands, and sustainability becomes a more pressing concern, enhancing the efficiency of dairy cows has emerged as a vital objective for the dairy industry. Recent evaluations have examined the implications of including feed efficiency (FE) in a selection index through both indirect selection methods, such as dry matter intake (DMI), and direct selection approaches such as residual feed intake (RFI), utilizing deterministic modelling techniques. Such methods aim to create a more sustainable dairy industry by optimizing resource use and improving overall productivity. The study examined two traits using three different methods: (1) setting the genetic gain of the traits to zero, (2) implementing negative selection pressure, and (3) utilizing positive selection pressure. To assess the effects of integrating FE into a selection index, changes in both economic and genetic gains were analysed. The findings revealed that enhancing FE through direct selection based on residual feed intake yielded the most favourable results. This approach provided the highest overall economic benefits and also led to positive outcomes in production and FE selection. Overall, focusing on direct selection for FE proved to be the most effective strategy among the scenarios evaluated. The evaluation of how the weights of relative indexes change, along with the anticipated effectiveness of the suggested selection indexes compared to a baseline index, has been conducted. This assessment also included the response of indices to selection and the effects on various traits due to selection. Notably, the most significant change in the index response to selection occurred when aiming to increase dry matter intake (DMI), leading to an 8.42% enhancement in the response index. Conversely, attempts to decrease DMI resulted in a detrimental effect, causing a 7.68% decline in the response index. This illustrates the complexities involved in selection index management, highlighting those strategies focused on improving DMI can yield positive outcomes, while reductions in DMI may negatively influence overall selection effectiveness. Over time, the cumulative effects of selection can lead to a significant reduction in daily dry matter intake, ranging from 0.16 kg to 2.7 kg, all while sustaining production levels. The findings suggest that while residual feed intake (RFI) has minimal influence on the existing efficiency metrics, it could be a valuable trait to consider breeding programs aimed at enhancing feed efficiency in dairy cattle. This research sheds light on the potential long-term benefits of prioritizing feed efficiency through the lens of RFI, indicating that such selection practices may yield substantial improvements in overall productivity and sustainability within dairy operations.