The phenotypic diversity resulting from artificial or natural selection of sheep has made a significant contribution to human civilization. Hu sheep are a local sheep breed unique to China with high reproductive rates and rapid growth. Genomic selection signatures have been widely used to investigate the genetic mechanisms underlying phenotypic variation in livestock. Here, we conduct whole-genome sequencing of 207 Hu sheep and compare them with the wild ancestors of domestic sheep (Asiatic mouflon) to investigate the genetic characteristics and selection signatures of Hu sheep. Based on six signatures of selection approaches, we detect genomic regions containing genes related to reproduction (BMPR1B, BMP2, PGFS, CYP19, CAMK4, GGT5, and GNAQ), vision (ALDH1A2, SAG, and PDE6B), nervous system (NAV1), and immune response (GPR35, SH2B2, PIK3R3, and HRAS). Association analysis with a population of 1299 Hu sheep reveal those missense mutations in the GPR35 (GPR35 g.952651 A>G; GPR35 g.952496 C>T) and NAV1 (NAV1 g.84216190 C>T; NAV1 g.84227412 G>A) genes are significantly associated (P < 0.05) with immune and growth traits in Hu sheep, respectively. This research offers unique insights into the selection characteristics of Hu sheep and facilitates further genetic improvement and molecular investigations.