Constant adaptation to environmental changes is required by ruminants to allow them to adapt to different ecological niches and feeding habits. In addition, the morphology and function of ruminant digestive systems reveal some adaptive evolutionary characteristics. Blue sheep (Pseudois nayaur) display a variety of morpho-physiological adaptations that are typical of grazers. In this study, we collected 64 adult blue sheep samples (whole animal carcasses) from the Helan Mountains, China, during different seasons. The external morphological parameters, digestive system morphological indexes, and rumen surface enlargement factors were determined. Our results reveal that the rumen and reticulum weights were positively correlated with the body weight (p = 0.004), while the food channel aperture, intestinal length, and weight of the blue sheep digestive tract presented no significant differences between different seasons (p > 0.05) and sexes (p > 0.05). There were significant differences (p < 0.001) in the density, length, and width of mastoids, and the rumen surface enlargement factor was 2.85 ± 1.37, which is typical of roughage feeders. The nutritional and ecological characteristics of blue sheep represent obvious morphological and physiological adaptations to an herbivorous diet. Adopting a quick foraging strategy allows blue sheep to rapidly consume and excrete large amounts of feed, thus obtaining the required energy for their activities and facilitating better adaption to environmental changes.