The diverse coat types of cashmere goats significantly influence cashmere yield, yet the regulatory mechanisms mediated by non-coding RNAs (ncRNAs) remain poorly characterized. In this study, we collected skin tissues from two distinct coat types (CHLC_ESA and CHSC_ESA) of The Jinlan Cashmere Goat for transcriptome sequencing analysis. Our findings revealed 130 differentially expressed (DE) lncRNAs and 341 DE mRNAs. GO functional enrichment analysis uncovered some crucial terms such as keratin filament, intermediate filament, cytokine activity, and cytokine receptor binding, along with two pivotal DE lncRNAs: TCONS_00050130 and TCONS_00050142. Furthermore, KEGG pathway analysis identified several important pathways including the Estrogen signaling pathway, Amino sugar and nucleotide sugar metabolism, Adipocytokine signaling pathway, and cytokine-cytokine receptor interaction. Lastly, by constructing a ceRNA regulatory network among DE lncRNAs and DE mRNAs, we identified multiple ceRNA regulatory axes targeting genes such as EPPK1, IRF4, CCL20, and CXCR7. These mechanistic insights not only advance our understanding of ncRNA-mediated hair follicle biology but also provide actionable targets for precision breeding strategies to enhance cashmere quality and yield across caprine species.