Long hair trait represents a valuable genetic asset in Qinghai Tibetan sheep, with its quality and yield being contingent upon the characteristics of hair follicles (HFs). This study aims to elucidate the genetic mechanism underlying primary hair follicles (PFs) formation through an integrated analysis of proteomics and transcriptomics. Samples were collected at key stages of fetal HF formation (E65 and E85) for histological observation, revealing significant alterations in the microstructure of PF (E65) during the developmental process. In this study, a comprehensive analysis revealed a total of 217 overlapping genes that exhibited concordant expression patterns at both the proteomic and transcriptomic levels. Furthermore, to ensure the reliability of our findings, we employed parallel response monitoring (PRM) to validate the obtained proteomic data. The protein-protein interaction (PPI) network diagram highlights five hub core proteins (TTN, IGTA2, F2, EGFR, and MYH14). These differentially expressed proteins (DEPs) play crucial roles in metabolic processes, cell adhesion, and diverse biological processes. The potential synergy between transcriptional regulation and post-translational modifications plays a pivotal role in governing the initiation PF development. The findings presented in this study offer innovative insights into the molecular mechanisms underlying HFs generation and establish a robust foundation for targeted breeding strategies aimed at augmenting wool traits in sheep. SignificanceThe composition of coarse hair primarily consists of long, myelinated fibers originating from primary hair follicles. Sheep fetal skin initiates the formation of primary hair follicles around E65, followed by the development of secondary hair follicles around E85. Conducting differential proteomic and transcriptomic analyses during these developmental stages enhances our understanding of the molecular mechanisms underlying primary hair follicle development and offers valuable insights for sustainable utilization of high-quality germplasm resources.