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While traveling through the epididymis, immature sheep spermatozoa undergo a sequence of processes that ultimately give them the capacity to swim and fertilize an egg. Different gene expression patterns may be found in the epididymal caput, corpus, and cauda, conferring variant or unique biological roles during epididymis development and sperm maturation. To search for candidate genes associated with ovine sperm maturation and assess their possible modulating mechanisms, we characterized gene expression in each epididymal segment derived from pre- and post-pubertal Tibetan sheep by RNA sequencing. Compared with pre-puberty, 7730 (3724 upregulated and 4006 downregulated), 7516 (3909 upregulated and 3607 downregulated), and 7586 (4115 elevated and 3471 downregulated) genes were found to be differentially expressed in the post-pubertal caput, corpus, and cauda epididymis, respectively, and real-time quantitative PCR verified the validity of the gathered expression patterns. Based on their functional annotations, most differential genes were assigned to the biological processes and pathways associated with cellular proliferation, differentiation, immune response, or metabolic activities. As for the post-pubertal epididymis, 2801, 197, and 186 genes were specifically expressed in the caput, corpus, and cauda, respectively. Functional annotation revealed that they were mainly enriched to various distinct biological processes associated with reproduction (including the caput binding of sperm to the zona pellucida; fertilization in the caput and corpus; and meiosis in the caput and cauda) and development (such as cell differentiation and developmental maturation in the caput; cell proliferation and metabolism in the corpus; and regulation of tube size and cell division/cell cycle in the cauda). Additionally, we focused on the identification of genes implicated in immunity and sperm maturation, and subsequent functional enrichment analysis revealed that immune-related genes mainly participated in the biological processes or pathways associated with the immune barrier (such as JAM3 and ITGA4/6/9) and immunosuppression (such as TGFB2, TGFBR1, TGFBR2, and SMAD3), thus protecting auto-immunogenic spermatozoa. Additionally, sperm maturation was mostly controlled by genes linked with cellular processes, including cell growth, proliferation, division, migration, morphogenesis, and junction. Altogether, these results suggest that most genes were differentially expressed in developmental epididymal regions to contribute to microenvironment development and sperm maturation. These findings help us better understand the epididymal biology, including sperm maturation pathways and functional differences between the epididymal regions in Tibetan sheep and other sheep breeds.