The timing of puberty significantly influences subsequent reproductive performance in cattle. N6-methyladenosine (m6A) is a key epigenetic modification involved in the regulation of pubertal onset. However, limited research has investigated alterations in m6A methylation within the hypothalamic–pituitary–ovarian (HPO) axis during the onset of puberty. In this study, combined analysis of methylated RNA immunoprecipitation sequencing (MeRIP-Seq) and RNA sequencing (RNA-seq) is used to describe the overall modification pattern of m6A in the HPO axis, while GSEA, KEGG, and GO analyses are used to describe the enrichment pathways of differentially expressed genes and differentially methylated genes. The m6A modifications of the differential genes KL, IGSF10, PAPPA2, and BMP15 and the pathways of cell adhesion molecules (CAMs), TGF-β, cell cycle, and steroid hormone synthesis may play roles in regulating the function of the HPO axis tissue during pubertal transition. Notably, BMP15′s m6A modification depends on the action of the demethylase ALKBH5, which is recognized by the reader protein YTHDF2, promoting bovine granulosa cell proliferation, steroid production, and estrogen secretion. This study reveals for the first time the modification mechanism of BMP15 m6A during the initiation of bovine puberty, which will provide useful information for improving the reproductive efficiency of Chinese beef cattle.