Zona pellucida 3 (ZP3) is a primary sperm receptor and acrosome reaction inducer. As a candidate gene, the ZP3 gene has been widely studied since it has great influence on reproductive traits in farm animals. However, little is known about the association between polymorphisms of the coding region of the ZP3 gene and the first parity litter size in Hu sheep. Therefore, the objective of this study was to identify single nucleotide polymorphisms (SNPs) of the ZP3 gene associated with the first parity litter size in Hu sheep. A total of 462 female Hu sheep were sampled to detect SNPs in the coding region of the ZP3 gene. Six SNPs were identified and the reliability of all estimated allele frequencies reached 0.9545 except for one locus (g.2293C > T). SNP (rs401271989) was identified as that involved in amino acid change (Ile → Leu). This amino acid was located at the beginning of a β-strand and outside of the ZP3 protein membrane, and it was most likely to be a ligand-binding site (the possibility was 0.917). At this locus, individuals with AC genotype had a larger litter size than those with CC genotype in the first parity (2.050 vs 1.727, p < 0.05). In conclusion, SNP (rs401271989) in the coding region of the ZP3 gene influences the first parity litter size in Hu sheep, and it may affect the function of ZP3 protein by impacting the secondary and tertiary protein structures. The present study demonstrates that SNP (rs401271989) could be used in marker-assisted selection of the first parity litter size in Hu sheep.