Most sheep are seasonal estrus, and they breed in autumn when the days get shorter. Seasonal estrus is an important factor that affects the productivity and fertility of sheep. The key point to solve this problem is to explore the regulation mechanism of estrus in sheep. Therefore, in this study, transcriptomic sequencing technology was used to identify differentially expressed mRNAs in the hypothalamus, pituitary and ovary of Small Tail Han sheep (year-round estrus) and tan sheep (seasonal estrus) among luteal, proestrus and estrus stages. There were 256,923,304,156 mRNAs being identified in the hypothalamus, pituitary and ovary, respectively. Functional analysis showed that the photosensor, leucine and isoleucine biosynthesis pathways were enriched significantly. It is speculated that photoperiod may initiate estrus by stimulating the corresponding pathways in hypothalamus. ODC1, PRLH, CRYBB2, SMAD5, OPN1SW, TPH1 are believed to be key genes involved in the estrogen process. In conclusion, this study expanded the database of indigenous sheep breeds, and also provided new candidate genes for future genetic and molecular studies on the seasonal estrus trait in sheep.