Feed efficiency (FE) is an important trait affecting costs in swine industry. Investigation on FE-related genes in different tissues is valuable for molecular breeding. Hypothalamus is a convergent and integrated centre for multiple nutrient-related signals. The present study identified 363 differentially expressed (DE) genes and 14 DE lincRNAs in the hypothalamus of high- and low-FE Yorkshire pigs. Furthermore, 983 significantly correlated DE gene-lincRNA pairs were identified through weighted correlation network analysis (WGCNA) and Pearson correlation analysis. These DE genes were primarily enriched in the neuronal signal transduction process containing the upregulated genes of VIPR1, CCR1, CCR5, LEPR, INSR, ADRA1A, CCKAR, and ADORA3 and the downregulated genes of GRM1, GRM4, GRM5, and VIPR2, which were located in the cell membrane. These signal receptors were mainly connected to downstream Jak-STAT signaling that involved the increased genes (JAK2, STAT3, and POMC) and mTOR signaling pathway, including the decreased genes (CAMKK2, AMPK, and MTOR). STAT3 and AMPK genes also played a role in two major hypothalamic neurons of POMC and NPY/AGRP. A total of eight DE lincRNAs also participated in the potential network. In conclusion, neuronal signaling transduction-involved genes and lincRNAs were related to FE variation in pig hypothalamus.