Puberty in sheep represents the activation of the hypothalamus–pituitary–ovary axis, but how estradiol (E2) and its receptors coordinate this transition is still unclear, especially in early-maturing indigenous breeds. Duolang sheep from arid Xinjiang reach first estrus unusually early, offering a natural model to link hormone dynamics, receptor expression, and breed-specific reproductive adaptation across biological levels. Eighteen Duolang ewe lambs were allocated to three stages (prepuberty, puberty, and postpuberty; n = 6 per group). In addition to measuring ERα and ERβ mRNA and protein in the hypothalamus, pituitary, and ovary, we also measured serum E2. Primary ovarian granulosa cells were cultured and exposed to graded E2 concentrations (0–1000 ng/mL) to assess dose-dependent changes in ERα, ERβ, and gonadotropin-releasing hormone (GnRH) expression. Around first estrus, circulating E2 displayed a sharp peak. E2 spiked around first estrus and fell afterward. ERα expression in the hypothalamus and pituitary decreased during puberty and increased post-puberty, indicating a shifting negative feedback role of E2 on the central axis. Conversely, ovarian ERα peaked during puberty and increased gradually from pre- to postpuberty. ERα expression in granulosa cells was biphasic, peaking at 250 ng/mL E2 concentration, while ERβ and GnRH levels increased with higher E2 doses. ERα is the main mediator of E2 feedback in the hypothalamus-pituitary axis, while ERβ is more involved in ovarian maturation and GnRH regulation during pubertal transition. Our study connects molecular receptor dynamics, tissue-level signaling, and breed-level reproductive phenotype, providing candidate biomarkers for selecting high-fertility, early-maturing sheep.