Intersex, also known as hermaphroditism, is a serious hazard to animal husbandry and production. The mechanism of ovine intersex formation is not clear. Therefore, genome-wide resequencing on the only two intersex and two normal Lanzhou fat-tailed (LFT) sheep, an excellent but endangered Chinese indigenous sheep breed, was performed. Herein, the deletion of homologous sequences of the goat polled intersex syndrome (PIS) region (8787 bp, 247747059–247755846) on chromosome 1 of the LFT sheep was not the cause of the ovine intersex trait. By detecting the selective sweep regions, we found that the genes related to androgen biosynthesis and follicle stimulating hormone response items, such as steroid 5 alpha-reductase 2 (SRD5A2), steroid 5 alpha-reductase 3 (SRD5A3), and pro-apoptotic WT1 regulator (PAWR), may be involved in the formation of intersex traits. Furthermore, the copy number variations of the four regions, chr9: 71660801–71662800, chr1: 50776001–50778000, chr4: 58119201–58121600, and chr16: 778801–780800, may affect the expression of the zinc finger protein, FOG family member 2 (ZFPM2), LIM homeobox 8 (LHX8), inner mitochondrial membrane peptidase subunit 2 (IMMP2L) and slit guidance ligand 3 (SLIT3) genes, respectively, which contribute to the appearance of intersex traits. These results may supply a theoretical basis for the timely detection and elimination of intersex individuals in sheep, which could accelerate the healthy development of animal husbandry.