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The expression of hair features is an evolutionary adaptation resulting from interactions between many organisms and their environment. Elucidation of the mechanisms that underlie the expression of such traits is a topic in evolutionary biology research. Therefore, we assessed the de novo transcriptome of Atelerix albiventris at three developmental stages and compared gene expression profiles between abdomen hair and dorsal spine tissues. We identified 328,576 unigenes in our transcriptome, among which 4,435 were differentially expressed between hair- and spine-type tissues. Dorsal and abdomen skin tissues 5 days after birth were compared and the resulting DEGs were mainly enriched in keratin filament, epithelium cell differentiation, and epidermis development based on GO enrichment analysis, and tight junction, p53, and cell cycle signaling pathways based on KEGG enrichment analysis. MBP8, SFN, Wnt1 and KRT1 gene may involve in the development of hedgehog skin and its appendages. Strikingly, DEGs in hair-type tissues were also significantly enriched in immune-related terms and pathways with hair-type tissues exhibiting more upregulated immune genes than spine-type tissues. Our study provided a list of potential genes involved in skin appendage development and differentiation in A. albiventris, and the candidate genes provided valuable information for further studies of skin appendages.