The melatonin 1A receptor (MTNR1A) is a membrane receptor distributed across the mammalian gonadal axis-associated membrane. Melatonin (MT) can specifically bind with MTNR1A on the cell membrane and regulates mammalian reproductive activities. However, the role of MTNR1A in regulating the reproductive physiological activities of sheep in the Tibetan Plateau remains unclear. In this study, the MT content in Tibetan sheep blood during the estrous cycle was detected by ELISA. The distribution of MTNR1A in the hypothalamus-pituitary–gonadal axis (HPGA) was analyzed by immunohistochemistry and immunofluorescence. Western blot and qRT-PCR were used to detect dynamic changes of MTNR1A mRNA and protein expression, and the protein distributions in the HPGA. The results showed that the average secretion level of MT in Tibetan sheep blood was highest occurred during diestrus and the lowest during proestrus. Additionally, the secretion of MT at night was significantly higher than during the day. The immunopositive products of MTNR1A were primarily distributed around the glial cells in the dorsal hypothalamic nucleus region, chromophobe cells, and eosinophilic cytoplasm in the pituitary gland, follicular granular layer, follicular adventitia, tubal mucosa, cilia, endometrium, interstices, and glands in the uterus. The expression trends of MTNR1A mRNA and proteins in the HPGA during the estrous cycle were the same. The relative expression levels of MTNR1A mRNA and proteins in the hypothalamus and ovaries were the highest during proestrus and the lowest during metestrus; the highest during diestrus in the pituitary and oviducts; the highest during metestrus in the uterus. Collectively, the differences in the secretion of MT in Tibetan sheep blood and the expression of MTNR1A in HPGA suggest that they may be affected by steroid hormone secretion during the estrous cycle of Tibetan sheep, which has a potential impact on the regulation of animal estrous cycle.