Crimped wool in Tan sheep gradually transitions to straight wool after 35 days (the er-mao stage), which reduces its commercial value. To investigate the changes in wool proteins during this stage, we performed comparative proteomic analysis of the straight and crimped wool using tandem mass tag (TMT)-based quantification. The mean fur curvature (MFC) of crimped wool was significantly greater than that of straight wool (p < 0.001). We identified 1218 proteins between the two types of wool, including 50 keratins (Ks) and 10 keratin-associated proteins (KAPs). There were 213 differentially expressed proteins, including 13 Ks and 4 KAPs. Crimped wool showed relatively high abundances of KAP24-1, K84, K32, K82, and intermediate filament rod domain-containing protein (IRDC), whereas straight wool had relatively high abundances of K6A, K27, K80, KAP16-1, KAP27-1, and trichohyalin (TCHH). The expression levels of KAP16-1, KAP24-1, and KAP27-1 were related to the ratio of paracortex, which may be associated with wool crimp formation. Additionally, high expressions of TCHH, K27, and K6A in the inner root sheath (IRS) were linked to fiber fineness in straight wool. These findings provide insight into the overall expression and distribution patterns of Ks and KAPs, offering opportunities to improve wool quality and enhance its economic potential in the textile industry.