Nile tilapia is a key aquaculture species with one of the highest production volumes globally. Genetic improvement of feed efficiency via selective breeding is an important goal, and genomic selection may expedite this process. The aims of this study were to 1) dissect the genetic architecture of feed-efficiency traits in a Nile tilapia breeding population, 2) map the genomic regions associated with these traits and identify candidate genes, 3) evaluate the accuracy of breeding value prediction using genomic data, and 4) assess the impact of the genetic marker density on genomic prediction accuracies. Using an experimental video recording trial, feed conversion ratio (FCR), body weight gain (BWG), residual feed intake (RFI) and feed intake (FI) traits were recorded in 40 full-sibling families from the GIFT (Genetically Improved Farmed Tilapia) Nile tilapia breeding population. Fish were genotyped with a ThermoFisher Axiom 65 K Nile tilapia SNP array. Significant heritabilities, ranging from 0.12 to 0.22, were estimated for all the assessed traits using the genomic relationship matrix. A negative but favourable genetic correlation was found between BWG and the feed-efficiency related traits; −0.60 and −0.63 for FCR and RFI, respectively. While the genome-wide association analyses suggested a polygenic genetic architecture for all the measured traits, there were significant QTL identified for BWG and FI on chromosomes seven and five respectively. Candidate genes previously found to be associated with feed-efficiency traits were located in these QTL regions, including ntrk3a, ghrh and eif4e3. The accuracy of breeding value prediction using the genomic data was up to 34% higher than using pedigree records. A SNP density of approximately 5,000 SNPs was sufficient to achieve similar prediction accuracy as the full genotype data set. Our results highlight the potential of genomic selection to improve feed efficiency traits in Nile tilapia breeding programmes.