Melatonin is not only a highly effective active oxygen scavenger but also an important reproductive hormone. Melatonin has a regulatory effect on animal reproduction, especially on the ovaries. It can affect the proliferation and apoptosis of cells in follicles. However, the mechanisms of the dual antioxidation and anti-apoptosis effects of melatonin on granulosa cells are still not clear, especially in sheep. Therefore, we investigated the mechanisms of the protective effect of melatonin against oxidative damage in granulosa cells. At a concentration of 250 µmol/L, H2O2promoted granulosa cell apoptosis; however, 10 ng/mL melatonin effectively alleviated the pro-apoptotic effect of H2O2. Furthermore, through the application of high-throughput sequencing technology, we identified 109 significantly differentially expressed genes (35 upregulated and 74 downregulated genes) involved in the protective effect of melatonin against apoptosis. The expression levels of nine related genes, i.e.,ATF3,FIBIN,FOS,HSPA6,MAP3K8,FOSB,PET117,DLX2, andTRIB1, changed significantly.MAP3K8andFOSgene overexpression impacted the protective effect of melatonin in granulosa cells; the two genes exhibited an upstream and downstream regulatory relationship. Our findings indicated that melatonin alleviated H2O2-induced apoptosis in sheep granulosa cells through the MAP3K8-FOS pathway.