Investigating the 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). A total of 10 Hu sheep (5 fast-growing and 5 slow-growing) and 10 Dorper sheep (5 fast-growing and 5 slow-growing) were selected for a comparative transcriptome analysis. Hub genes and tissue-specific genes (TSGs) were identified 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, totals of 501 and 441 differentially expressed genes (DEGs) were identified in the HF vs. HS and DF vs. DS comparisons, respectively. Some important signaling pathways were found to be closely associated with fat metabolism and energy metabolism, such as “regulation of lipolysis in adipocytes”, “oxidative phosphorylation”, and “thermogenesis”. Several DEGs play crucial roles in fat deposition (such as ADRB3, PDE3B, FABP4, SERPINE1, PLIN1, and FOXO6) and muscle development (MYL3). Using the WGCNA analysis, 15 genes were considered to be hub genes associated with ADG. The integration of GWAS and RNA-Seq data indicated that BRINP3 and PENK may further influence the growth rate by regulating feeding behavior in sheep. An 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). This study provides novel insights into the molecular mechanisms underlying growth traits in sheep, and the BRINP3 and PENK genes may be potential key candidate genes related to sheep growth rate.