Files with the extension .EFR are encrypted 'private key' files created and used by the encryption package 'Encryptafile' an encryption and digital signature utility.

Encryption is the method used to transform data / information from an easily readable format into something unreadable to anyone not in posession of the software used to decrypt the data.

A .EFR file (or Encryptafile Private Key File) is a file that contains a hexadecimal representation of a private key.