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Competitive endogenous RNA (ceRNA) is a transcript that can be mutually regulated at the post-transcriptional level by competing shared miRNAs. The ceRNA network connects the function of protein-encoded mRNA with the function of non-coding RNA, such as microRNA (miRNA), long non-coding RNA (lncRNA), and circular RNA (circRNA). However, compared with the ceRNA, the identification and combined analysis of lncRNAs, mRNAs, miRNAs, and circRNAs in the cashmere fineness have not been completed. Using RNA-seq technology, we first identified the miRNAs presented in Liaoning Cashmere Goat (LCG) skin, and then analyzed the mRNAs, lncRNAs, circRNAs expressed in LCG and Inner Mongolia cashmere goat (MCG) skin. As a result, 464 known and 45 new miRNAs were identified in LCG skin. In LCG and MCG skin, 1222 differentially expressed mRNAs were identified, 170 differentially expressed lncRNAs and 32 differentially expressed circRNAs were obtained. Then, qRT-PCR was used to confirm further the representative lncRNAs, mRNAs, circRNAs and miRNAs. In addition, miRanda predicted the relationships of ceRNA regulatory network among lncRNAs, circRNAs, miRNAs and mRNAs, the potential regulatory effects were investigated by Go and KEGG analysis. Through the screening and analysis of the results, the ceRNA network regulating cashmere fineness was constructed. LncRNA MSTRG14109.1 and circRNA452 were competed with miRNA-2330 to regulated the expression of TCHH, KRT35 and JUNB, which may provide a potential basis for further research on the process of regulating the cashmere fineness. [ABSTRACT FROM AUTHOR]