Investigating genetic markers and key genes associated with sheep growth rate using integrated multi-omics approaches could provide valuable insights for the sheep industry. Based on the average daily gain (ADG), fast-growing (N_case=70) and slow-growing (N_control=70) Hu sheep were selected for a genome-wide association study (GWAS). Ten Hu sheep (fast-growing, n=5; slow-growing, n=5) and ten Dorper sheep (fast-growing, n=5; slow-growing, n=5) were selected for comparative transcriptome analysis. We identified hub genes and tissue-specific genes (TSGs) using weighted gene co-expression network analysis (WGCNA) and RNA sequencing (RNA-Seq) data from ten tissues, respectively. Ten genes were found within 50 kb distances of the significant single nucleotide polymorphisms (SNPs). Based on a comparative transcriptomic analysis, a total of 501 and 441 differentially expressed genes (DEGs) were identified in the HF vs. HS and DF vs. DS comparisons, respectively. We found some important signaling pathways closely associated with fat metabolism and energy metabolism, such as “regulation of lipolysis in adipocytes”, “Oxidative phosphorylation”, and “Thermogenesis”. Several DEGs play a crucial role in fat deposition (such as ADRB3, PDE3B, FABP4, SERPINE1, PLIN1, and FOXO6) and muscle development (MYL3). Using the WGCNA analysis, 15 genes were considered as hub genes associated with ADG. Integration of GWAS and RNA-Seq data indicates that BRINP3 and PENK may further influence the growth rate by regulating feeding behavior in sheep. Association analysis of 1,071 Hu sheep populations revealed that mutations in the BRINP3 (BRINP3 g.16903465 T>C) and PENK (PENK g.39289926 T>C) genes were significantly related to the growth traits (P<0.05). Our research provides novel insights into understanding the molecular mechanisms underlying growth traits in sheep. BRINP3 and PENK genes may be potential key candidate genes related to sheep growth rate.