Brown adipose tissue (BAT) is the main site of adaptive thermogenesis, generates heat to maintain body temperature upon cold exposure, and protects against obesity by promoting energy expenditure. RNA-seq analysis revealed that FGF11 is enriched in BAT. However, the functions and regulatory mechanisms of FGF11 in BAT thermogenesis are still limited. In this study, we found that FGF11 was significantly enriched in goat BAT compared with white adipose tissue (WAT). Gain- and loss-of-function experiments revealed that FGF11 promoted differentiation and thermogenesis in brown adipocytes. However, FGF11 had no effect on white adipocyte differentiation. Furthermore, FGF11 promoted the expression of the UCP1 protein and an EBF2 element was responsible for UCP1 promoter activity. Additionally, FGF11 induced UCP1 gene expression through promoting EBF2 binding to the UCP1 promoter. These results revealed that FGF11 promotes differentiation and thermogenesis in brown adipocytes but not in white adipocytes of goats. These findings provide evidence for FGF11 and transcription factor regulatory functions in controlling brown adipose thermogenesis of goats.