Estrous cycle is one of the placental mammal characteristics after sexual maturity, including estrus stage (ES) and diestrus stage (DS). Estrous cycle is important in female physiology and its disorder may lead to diseases, such as polycystic ovary syndrome, ovarian carcinoma, anxiety, and epilepsy. In the latest years, effects of non-coding RNAs and messenger RNA (mRNA) on estrous cycle have started to arouse much concern, however, a whole transcriptome analysis among non-coding RNAs and mRNA has not been reported. Here, we report a whole transcriptome analysis of goat ovary in estrus and diestrus periods. Estrus synchronization was conducted to induce the estrus phase and on day 32, the goats shifted into the diestrus stage. The ovary RNA of estrus and diestrus stages was respectively collected to perform RNA-sequencing. Then, the circular RNA (circRNA), microRNA (miRNA), long non-coding RNA (lncRNA), and mRNA databases of goat ovary were acquired, and the differential expressions between estrus and diestrus stages were screened to construct circRNA-miRNA-mRNA/lncRNA and lncRNA-miRNA/mRNA networks, thus providing potential pathways that are involved in the regulation of estrous cycle. Differentially expressed mRNAs, such as MMP9, TIMP1, 3BHSD, and PTGIS, and differentially expressed miRNAs that play key roles in the regulation of estrous cycle, such as miR-21-3p, miR-202-3p, and miR-223-3p, were extracted from the network. Our data provided the miRNA, circRNA, lncRNA, and mRNA databases of goat ovary and each differentially expressed profile between ES and DS. Networks among differentially expressed miRNAs, circRNAs, lncRNAs, and mRNAs were constructed to provide valuable resources for the study of estrous cycle and related diseases.