Using lipids can correct energy deficiencies in pasture, boost weight gain in ruminants, and enhance profitability in farming activities. The objective of this study was to evaluate the energy losses in feedlot steers fed diets based on corn silage, with or without the addition of lipids in the form of soybean oil or ground soybean seeds. Eight steers were randomly assigned to two balanced 4 × 4 Latin squares. The experimental treatments were as follows: corn silage; corn silage and concentrate feed without lipid addition; corn silage and concentrate feed with 5% lipid (soybean oil) addition; corn silage and concentrate feed with 5% lipid (ground soybean seeds) addition. The results showed that steers fed only corn silage had (p < 0.001) lower dry matter intake (DMI) compared to other treatments. Gross energy intake and gross energy in feces mirrored DMI trends (p < 0.05). Diets with concentrate supplements resulted in higher digestible energy intake (p < 0.05) and increased gross energy in urine. Notably, adding lipids decreased (p < 0.05) methane energy losses, although the processing method did not (p > 0.05) impact these outcomes. In conclusion, adding lipids to the diet reduced energy losses through methane emissions, increasing steers’ energy efficiency. Therefore, the inclusion of lipids reduced enteric methane production in steers. Additionally, the method of lipid processing (soybean oil or ground soybean seeds) did not affect energy partitioning.