High-grain non-pelleted (HG) and high-grain pelleted (HP) diets are becoming prevalent for ruminant feeding in intensive farms. However, rare information is about their effect on sheep and the comparison between these two kinds of diets. The current study investigated how HG and HP diets affected the transcriptome profiles of rumen epithelium in Hu-lamb. Fifteen male Hu-lambs were assigned randomly to three groups (n = 5 for each group). Lambs in the control (CON), HG, and HP groups were fed with low-grain non-pelleted diet (30% grain), HG diet (70% grain), and HP diet (70% grain), respectively, for 42 days. All these lambs were slaughtered to collect ruminal epithelium samples for transcriptome analysis. Results showed both HG and HP diets obviously changed the transcriptome profiles, and 192, 319, and three differentially expressed genes (DEGs) were identified for CON_HG, CON_HP, and HG_HP comparisons, respectively. Clusters of orthologous group functional classification of CON_HG and CON_HP DEG datasets both showed the enrichments of DEGs in pathways involved in protein biogenesis and modification as well as energy production and conversion. Kyoto encyclopedia of genes and genomes pathway analysis of CON_HG and CON_HP DEG datasets both displayed the enrichments of DEGs in ribosome and oxidative phosphorylation. Almost all these DEGs involved in translation and ribosomal structure and biogenesis as well as oxidative phosphorylation were downregulated in the HG and HP groups compared to the CON group. Furthermore, CON_HP comparison demonstrated more DEGs related to these two pathways than CON_HG comparison. In conclusion, both HG and HP diets inhibited energy production and conversion as well as protein synthesis and modification in ruminal epithelium. HP diet showed lower growth benefits, induced severer rumen acidosis, and more seriously inhibited energy production and protein synthesis as compared to HG diet.