The objective of this study was to assess the immune and stress responsiveness of cows identified as extremely high and low feed conversion efficiency phenotypes. The study utilised 16 Holstein-Friesian cows in their third to fourth lactation, and identified as having either extremely high (n = 8) or extremely low (n = 8) feed conversion efficiency. A commercial vaccine was used to induce measurable antibody-and cell-mediated adaptive immune responses and assess general immune responsiveness. Stress responsiveness was assessed by measuring changes in plasma cortisol concentrations in response to yarding and handling. No significant differences in antibody-or cell-mediated immune responsiveness were observed between the extreme high and low feed conversion efficiency phenotypes (P = 0.343 and 0.546, respectively). However, results suggested that plasma cortisol concentrations trended higher in the low feed conversion efficiency phenotype cows than their high feed conversion efficiency counterparts (P = 0.079) 48 h post-yarding and handling. A significant negative correlation was observed between antibody-mediated immune responsiveness and stress responsiveness (r = -0.44, P = 0.043) but not with cell-mediated immune responsiveness (r = 0.135, P = 0.309). This study provides preliminary evidence that cows selected for feed conversion efficiency may have improved stress-coping abilities and immune responsiveness.