Chinese Zhongwei goat is a rare and precious fur breed as its lamb fur is a well-known fur product. Wool bending of lamb fur of the Zhongwei goat is its most striking feature. However, the curvature of the wool decreases gradually with growth, which significantly affects its quality and economic value. The mechanism regulating the phenotypic changes of hair bending is still unclear. In the present study, the skin tissues of Zhongwei goats at 45 days (curving wool) and 108 days (slight-curving wool) after birth were taken as the research objects, and the expression profiling of long non-coding RNAs (lncRNAs) and mRNAs were analyzed based on the Ribo Zero RNA sequencing (RNA-seq) method. In total, 46,013 mRNAs and 13,549 lncRNAs were identified, of which 352 were differentially expressed mRNAs and 60 were. lncRNAs. Functional enrichment analysis of the target genes of lncRNAs were mainly enriched in PI3K-Akt, Arachidonic acid metabolic, cAMP, Wnt, and other signaling pathways. The qRT-PCR results of eight selected lncRNAs and target genes were consistent with the sequencing result, which indicated our data were reliable. Through the analysis of the weighted gene co-expression network, 13 co-expression modules were identified. The turquoise module contained a large number of differential expressed lncRNAs, which were mainly enriched in the PI3K-Akt signaling pathway and cAMP signaling pathway. The predicted LOC102172600 and LOC102191729 might affect the development of hair follicles and the curvature of wool by regulating the target genes. Our study provides novel insights into the potential roles of lncRNAs in the regulation of wool bending. In addition, the study offers a theoretical basis for further study of goat wool growth, so as to be a guidance and reference for breeding and improvement in the future.