Knowledge of the molecular mechanisms that regulate ovine adipogenesis is very limited. MicroRNAs (miRNA) have been reported as one of the regulatory mechanisms of adipogenesis. This study aimed to compare the expression of miRNA related to ovine adipogenesis in different adipose depots and to investigate whether their expression is affected by dietary fatty acid composition. We also investigated the role of miRNA in adipogenic gene regulation. Subcutaneous and visceral adipose tissue samples were collected at slaughter from 12 Canadian Arcott lambs fed a barley-based finishing diet where an algae meal (DHA-Gold; Schizochytrium spp.) replaced flax oil and barley grain at 0 or 3% DM (n = 6). Total RNA from each tissue was subjected to quantitative real time (qRT-) PCR analysis to determine the expression of 15 selected miRNA including 11 identified from bovine adipose tissues and 4 conserved between bovine and ovine species. MicroRNAs were differentially expressed according to diet in each tissue depot (miR-142-5p and miR-376d) in visceral and miR-142-5p, miR92a, and miR-378 in subcutaneous adipose tissue; P ≤ 0.05) and in each tissue depot depending on diet (miR-101, miR-106, miR-136, miR-16b, miR-196a-1, miR-2368*, miR-2454, miR-296, miR-376d, miR-378, and miR-92a in both control and DHA-G diets and miR-478 in control; P ≤ 0.05). Six miRNA were subjected to functional analysis and 3 genes of interest (ACSL1, PPARα, and C/EBPα) were validated by qRT-PCR. Both diet and tissue depot affected expression levels of all 3 genes (P < 0.05). miR-101, miR-106, and miR-136 were negatively correlated with their respective predicted gene targets C/ EBPα, PPARα, and ACSL1 in subcutaneous adipose tissue of lambs fed DHA-G. Yet miR-142-5p and miR-101 showed no correlation with ACSL1 or C/EBPα. The variability in expression patterns of miRNA across adipose depots reflects the tissue specific nature of adipogenic regulation. Although the examined miRNA appear to be conserved across ruminant species, our results indicate the presence of ovine specific regulatory mechanisms that can be influenced by diet.