Hair/wool usually plays an important role in maintaining animal physiological activities, and the economic value of wool cannot be ignored. At present, people set higher demands on wool fineness. Hence, improving wool fineness is the concern of fine wool sheep breeding. Using RNA-Seq to screen the potential candidate genes that associate with wool fineness can provide theoretical references for fine-wool sheep breeding, and also provide us new ideas for further understand the molecular regulation mechanism of hair growth. In this study, we compared the expression pattern difference of genome-wide genes between the skin transcriptomes of Subo and Chinese Merinos. The results showed that, 16 candidate differentially expressed genes (DEGs) (Included:CACNA1S,GP5,LOC101102392,HSF5,SLITRK2,LOC101104661,CREB3L4,COL1A1,PTPRR,SFRP4,LOC443220,COL6A6,COL6A5,LAMA1,LOC114115342andLOC101116863genes) that may associate with wool fineness were screened, and these genes were located in signaling pathways that regulate hair follicle development, cycle or hair growth. It is worth noting that, among the 16 DEGs,COL1A1gene has the highest expression level in Merino skins, and the fold change ofLOC101116863gene is the highest, and the structures of these two genes are both highly conserved in different species. In conclusion, we speculate that these two genes may play a key role in regulating wool fineness and respectively have similar and conserved functions in different species.