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The melanocortin 4 receptor (MC4R) gene is expressed in the appetite-regulating areas of the brain and is engaged in the leptin signaling pathway. Although previous studies have identified variants in the coding region of the sheep MC4R gene showing significant associations with birth weight, weaning weight, and backfat thickness, no such associations have been reported for the promoter region. Besides, the essential promoter region of the sheep MC4R has not been delineated. In this study, to better understand the transcriptional regulation of MC4R and to elucidate the association between regulatory variants and haplotypes with body measurement traits in sheep, we cloned and characterized the MC4R promoter. We found that the minimal promoter of the gene is located within the region −1207/−880 bp upstream of the first exon. Real-time quantitative PCR (RT-qPCR) data revealed the mRNA expression of the MC4R gene had a significant difference between sex and age. In the association analysis, eight single nucleotide polymorphisms (SNPs) had a significant association with one or more traits (p < 0.05); of these, two SNPs were novel. Notably, individuals with haplotype H1H2 (CT-GA-GT-GA-GT-GA-GA-CG) were heavier in body weight than other haplotypes. Altogether, variations in the MC4R gene promoter, most notably haplotype H1H2, may greatly benefit marker-assisted selection in sheep.