Embryo implantation is a critical step in the establishment of pregnancy. However, the mechanisms of embryo implantation during early pregnancy in goats remain unclear due to the lack of published studies examining the genes involved in embryo implantation. As a popular goat breed in southwest China, Dazu black goats (DBGs) are highly adaptable and exhibit high fertility, making this breed a good model in which to study reproductive performance of goats. Here, morphological analysis showed that compared with the non-pregnant (NP) groups, the endometrial thickness of the goats in the P15 and P19 groups (15 and 19-day pregnant groups, respectively) were increased (P < 0.01). Proliferating Cell Nuclear Antigen (PCNA) staining showed that PCNA was expressed in the NP, P15, and P19 groups. Transcriptome analysis was then conducted to identify gene expression patterns in uterine tissue during DBG embryo implantation. By comparing uterine tissue at different stages of embryonic implantation, 48 in NP_vs._P15, 318 in NP_vs._P19, and 1439 in P15_vs._P19, differentially expressed mRNAs were identified. Gene Ontology (GO) enrichments of the differentially expressed genes were enriched in the extracellular region, extracellular space, transporter activity, extracellular region, immune system process, immune response, and defense response etc. Through Kyoto Encyclopedia of Genes and Genomes (KEGG) analysis, the biological metabolic pathways with which the differentially expressed genes are associated were explored. Through KEGG analysis, the DBGs were associated with oxidative phosphorylation, complement and coagulation cascades, arginine and proline metabolism, metabolic pathways, arachidonic acid metabolism, and ECM-receptor interaction. These candidate genes (CSF1, C1S, CST6, SLC24A4, HOXA10, HOXA11, MMP9, and ITGA11) and enriched signaling pathways could be valuable references for exploring the molecular mechanisms underlying goat embryo implantation.