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This study explores the effects of the coevolution of the host genome (the first genome) and gut microbiome (the second genome) on nutrition stress in Tibetan sheep during the cold season. The rumen epithelial tissue of six Tibetan sheep (Oula-type) was collected as experimental samples during the cold and warm seasons and the study lasted for half a year. The cDNA library was constructed and subjected to high-throughput sequencing. The circRNAs with significant differential expression were identified through bioinformatics analysis and functional prediction, and verified by real-time quantitative PCR (qRT-PCR). The results showed that a total of 56 differentially expressed (DE) circRNAs of rumen epithelial tissue were identified using RNA-seq technology, among which 29 were significantly upregulated in the cold season. The circRNA-miRNA regulatory network showed that DE circRNAs promoted the adaptation of Tibetan sheep in the cold season by targeting miR-150 and oar-miR-370-3p. The results of correlation analysis among circRNAs, microbiota, and metabolites showed that the circRNA NC_040275.1:28680890|28683112 had a very significant positive correlation with acetate, propionate, butyrate, and total volatile fatty acid (VFA) (p < 0.01), and had a significant positive correlation with Ruminococcus-1 (p < 0.05). In addition, circRNA NC_040256.1:78451819|78454934 and metabolites were enriched in the same KEGG pathway biosynthesis of amino acids (ko01230). In conclusion, the host genome and rumen microbiome of Tibetan sheep co-encoded a certain glycoside hydrolase (β-glucosidase) and coevolved efficient VFA transport functions and amino acid anabolic processes; thus, helping Tibetan sheep adapt to nutrient stress in the cold season in high-altitude areas. [ABSTRACT FROM AUTHOR]