Alternative splicing (AS) plays an important role in the co-transcription and post-transcriptional regulation of gene expression during mammalian spermatogenesis. The dzo is the male F1 offspring of an interspecific hybrid between a domestic bull (Bos taurus ♂) and a yak (Bos grunniens ♀) which exhibits male sterility. This study aimed to identify the testis-specific genes and AS associated with hybrid male sterility in dzo. The iDEP90 program and rMATS software were used to identify the differentially expressed genes (DEG) and differential alternative splicing genes (DSG) based on RNA-seq data from the liver (n = 9) and testis (n = 6) tissues of domestic cattle, yak, and dzo. Splicing factors (SF) were obtained from the AmiGO2 and the NCBI databases, and Pearson correlation analysis was performed on the differentially expressed SFs and DSGs. We focused on the testis-specific DEGs and DSGs between dzo and cattle and yak. Among the top 3,000 genes with the most significant variations between these 15 samples, a large number of genes showed testis-specific expression involved with spermatogenesis. Cluster analysis showed that the expression levels of these testis-specific genes were dysregulated during mitosis with a burst downregulation during the pachynema spermatocyte stage. The occurrence of AS events in the testis was about 2.5 fold greater than in the liver, with exon skipping being the major AS event (81.89% to 82.73%). A total of 74 DSGs were specifically expressed in the testis and were significantly enriched during meiosis I, synapsis, and in the piRNA biosynthesis pathways. Notably, STAG3 and DDX4 were of the exon skipping type, and DMC1 was a mutually exclusive exon. A total of 36 SFs were significantly different in dzo testis, compared with cattle and yak. DDX4, SUGP1, and EFTUD2 were potential SFs leading to abnormal AS of testis-specific genes in dzo. These results show that AS of testis-specific genes can affect synapsis and the piRNA biosynthetic processes in dzo, which may be important factors associated with hybrid male sterility in dzo.