The type of tail of sheep is an important economic trait. However, the candidate genes associated with the tail type are uncertain. The objective of this study was to identify the genetic region and genotype responsible for the tail type phenotype. Here we perform a genome-wide association study (GWAS) in 40 large tailed Han sheep and 40 Altay sheep as case and 40 Tibetan sheep as control. The results indicated that a total 31 genome-wide significant SNPs associated with type of tail traits were detected. For significant SNPS loci, determine its physical location, and screening of candidate genes within section. By combining information of previously reported and annotated biological functional genes, we identified SPAG17, Tbx15, VRTN, NPC2, BMP2 and PDGFD as the most promising candidate genes for type of tail traits. Based on the above identified candidate genes on type of tail traits, we selected BMP2 and PDGFD to conduct the genetic effect analysis in a large Altay sheep and Tibetan sheep population. Rs119 T>C in the exon1 of BMP2 gene and 1 SNPs in the exon4 (rs69 C>A) of PDGFD gene were detected, rs119 that located on exon1 of BMP2 gene was TT genotype in Altay sheep, while with CC genotype in Tibetan sheep. On rs69 of PDGFD gene, Altay sheep with CC genotype, however, Tibetan sheep with AA genotype. These results indicated that the significant associations of SNPs detected in GWAS were indirectly caused by the genetic effects of BMP2 and PDGFD on sheep tail fat deposition.