Small Tail Han and Dorset sheep are two different sheep with distinguished morphologies in fat depositions. In order to characterize their gene expression profiles, our present study took the advantages of RNA sequencing technology with the aims to identify important genes regulating the metabolisms in adipose tissues of two different sheep. In obtained high quality sequencing reads, 85.9 (Han) and 86.1% (Dorset) were uniquely aligned to Oar v3.1 sheep reference genome, and over 76% of bases in mapped reads corresponded to mRNA. Using R package EBSeq, we identified 602 differentially expressed genes. Using the 602 genes, GO analysis showed that 30 out of 56 significantly enriched biological processes were metabolism related, of which the most significant one was triglyceride biosynthetic process. The KEGG pathway analysis indicated the down-regulation of several fat metabolic pathways. The predominant down-regulation of massive metabolic processes, particularly the lipid metabolism, in adipose tissues of Han sheep could explain, at least in part, the distinguished fat deposition between two different sheep, and our data constitute a basic picture of transcriptomes in these sheep for better understanding of underline biological mechanism in their lipid metabolisms.