Our previous study demonstrated that a vegetable oil consisting of soybean oil, vitamin E, and ginseng saponins (SO-VE-GS) had an adjuvant effect on a foot-and-mouth disease (FMD) vaccine in a mouse model. The present study was to compare the adjuvant effects of SO-VE-GS and the conventional ISA 206 on an FMD vaccine in Hu sheep. Animals were intramuscularly (i.m.) immunized twice at a 3-week interval with 1 mL of an FMD vaccine adjuvanted with SO-VE-GS (n = 10) or ISA 206 (n = 9). Animals without immunization served as control (n = 10). Blood was sampled prior to vaccination and at 2, 4, 6, and 8 weeks post the booster immunization to detect FMD virus (FMDV)-specific IgG. Blood collected at 8 weeks after the booster was used for the analyses of IgG1 and IgG2, serum neutralizing (SN) antibody, IL-4 and IFN-γ production, and proteomic profiles. The results showed that IgG titers rose above the protection level (1:128) in SO-VE-GS and ISA 206 groups after 2 and 4 weeks post the booster immunization. At 6 weeks post the booster, the ISA 206 group had 1 animal with IgG titer less than 1:128 while all the animals in the SO-VE-GS group retained IgG titers of more than 1:128. At 8 weeks post the booster, 6 of 9 animals had IgG titers less than 1:128 with a protective rate of 33.3% in the ISA 206 group, while only 1 of 10 animals had IgG titer less than 1:128 with a protective rate of 90% in the SO-VE-GS group, with statistical significance. In addition, IgG1, IgG2, SN antibodies, IL-4, and IFN-γ in the SO-VE-GS group were significantly higher than those of the ISA 206 group. Different adjuvant effects of SO-VE-GS and ISA 206 may be explained by the different proteomic profiles in the two groups. There were 39 and 47 differentially expressed proteins (DEPs) identified in SO-VE-GS compared to the control or ISA 206 groups, respectively. In SO-VE-GS vs. control, 3 immune related gene ontology (GO) terms and 8 Kyoto Encyclopedia of Genes and Genomes (KEGG) pathways were detected, while 2 immune related GO terms and 5 KEGG pathways were found in ISA 206 vs. control. GO and KEGG analyses indicated that ‘positive regulation of cytokine secretion’, ‘Th1/Th2 cell differentiation’, and ‘Toll-like receptor signaling pathways’, were obviously enriched in the SO-VE-GS group compared to the other groups. Coupled with protein–protein interaction (PPI) analysis, we found that B7TJ15 (MAPK14) was a key DEP for SO-VE-GS to activate the immune responses in Hu sheep. Therefore, SO-VE-GS might be a promising adjuvant for an FMD vaccine in Hu sheep.