Sexual maturation in goats is a dynamic process regulated precisely by the hypothalamic–pituitary–gonadal axis and is essential for reproduction. The hypothalamus plays a crucial role in this process and is the control center of the reproductive activity. It is significant to study the molecular mechanisms in the hypothalamus regulating sexual maturation in goats. We analyzed the serum hormone profiles and hypothalamic mRNA expression profiles of female goats during sexual development (1 day old (neonatal, D1, n = 5), 2 months old (prepuberty, M2, n = 5), 4 months old (sexual maturity, M4, n = 5), and 6 months old (breeding period, M6, n = 5)). The results indicated that from D1 to M6, serum hormone levels, including FSH, LH, progesterone, estradiol, IGF1, and leptin, exhibited an initial increase followed by a decline, peaking at M4. Furthermore, we identified a total of 508 differentially expressed genes in the hypothalamus, with a total of four distinct expression patterns. Nuclear receptor subfamily 1, group D, member 1 (NR1D1), glucagon-like peptide 1 receptor (GLP1R), and gonadotropin-releasing hormone 1 (GnRH-1) may contribute to hormone secretion, energy metabolism, and signal transduction during goat sexual maturation via circadian rhythm regulation, ECM receptor interactions, neuroactive ligand–receptor interactions, and Wnt signaling pathways. This investigation offers novel insights into the molecular mechanisms governing the hypothalamic regulation of goat sexual maturation.