Intramuscular connective tissue (IMCT) collagen is an important factor in meat quality. This study analyzed the characteristics of type I and III collagen in the IMCT of the semitendinosus (SD) and longissimus dorsi (LD) of Wuzhumuqin sheep at different growth stages (6, 9, 12, and 18 months). Utilizing sodium dodecyl sulfate-polyacrylamide gel electrophoresis (SDS-PAGE) and Fourier transform infrared spectroscopy (FTIR), collagen types I and III were successfully isolated and shown to contain an intact triple helix structure. Immunofluorescence revealed that these collagens were located in the endomysium and perimysium. Collagen-related genes were significantly expressed in sheep aged 9 and 12 months. The amino acid content increased with age in type I collagen whereas it decreased in type III collagen. Furthermore, type III collagen contained more hydroxyproline (Hyd) than type I collagen. Differential scanning calorimetry (DSC) revealed that the thermal stability of collagen increased with age, accompanied by a decrease in solubility. Semitendinosus muscle had more collagen cross-linkages than LD muscle due to the high pyridinoline (Pyr) content in the endomysium. Finally, a correlation analysis highlighted the multiple correlations between characteristics in different types of collagen during sheep growth. In summary, the collagen characteristics in the IMCT of sheep were impacted by collagen type, muscle type, and age. Furthermore, the various correlations between these characteristics may play an important role in the development of IMCT.