Feed efficiency is an important indicator in the sheep production process, which plays an important role in improving economic benefits and strengthening energy conservation and emission reduction. Compared with the rumen, the fermentation of the hindgut microorganisms can also provide part of the energy for the host, and the composition of the hindgut microorganisms will affect the feed efficiency. Therefore, we hope to find new ways to regulate sheep feed efficiency by studying the sheep gut microbes. In this study, male Hu sheep with the same birth date were raised under the same conditions until 180 d old. The sheep were divided into high and low groups according to the feed conversion ratio (FCR) at 80 to 180 d old, and the differences in rectal microorganisms between the two groups were compared. The permutational multivariate analysis (PERMANOVA) test showed that there were differences in microorganisms between the two groups (P < 0.05). Combined with linear fitting analysis, a total of six biomarkers were identified, including Ruminobacter, Eubacterium_xylanophilum_group, Romboutsia, etc. Functional enrichment analysis showed that microorganisms may affect FCR through volatile fatty acids synthesis and inflammatory response. At the same time, we conducted a longitudinal analysis of the hindgut microbes, sampling nine-time points throughout the sheep birth to market stages. The microbiota is clearly divided into two parts: before weaning and after weaning, and after weaning microbes are less affected by before weaning microbial composition.