This dataset includes transcriptomic and proteomic data from the cerebral cortex, hypothalamus, and pituitary of sheep at different altitudes. Samples were collected from one-year-old female Oula sheep in the Qilian Mountains (3600 m) and Hu sheep in Lanzhou (1200 m). RNA sequencing and DIA-based mass spectrometry were used to generate gene and protein expression data for comparative analysis.