Early colostrum feeding facilitates the passive transfer of immunoglobulin G (IgG), which contributes to the defensive establishment of neonates; however, the molecular mechanisms of IgG absorption in the small intestine of neonatal mammals remain largely unknown. In this study, a total of 16 neonatal goat kids with similar body weight (2.05 ± 0.31 kg) were selected and randomly assigned to 1 of 2 feeding treatments: normal colostrum feeding (NCF, n = 8) or delayed colostrum feeding (DCF, n = 8). Multi-omics coupled with individual bioinformatics analyses were employed to obtain a comprehensive understanding of the molecular mechanisms of IgG absorption. Phenotypic analysis showed that the capacity of IgG absorption was largely affected (P < 0.05) by colostrum feeding time in neonatal goat kids. Weighted gene co-expression network analysis generated 23 gene modules (gene module defined M1 to M23) and the M12 module was highly correlated (|r| > 0.70 and adjusted P < 0.01) with IgG absorption. Genes in M12 were involved in the endocytosis pathway, especially related to clathrin-mediated endocytosis and macropinocytosis. The differentially expressed genes (DEGs) enriched in the above-mentioned pathways regulated the clathrin synthesis (CLTC), the formation of clathrin-coated vesicles (ARPC1A), and the sorting and recycling endosomes (CAPZA2, KIAA0196, RAB10, RAB11A and VPS35) as well as the formation of macropinosomes (FGFR4 and RhoA) in micropinocytosis, which induced differences in serum IgG concentrations. Additionally, 5 differentially expressed miRNAs (miR-2755-3p, miR-10400-5p, miR-71-5p, miR-2944-3p and miR-2411-3p) were predicted to regulate mRNA involved in clathrin-coated vesicles, Fc receptor for IgG (FcRn)-IgG sorting, and macropinosomes formation that may cause the difference in IgG absorption ability. This study provides new insights into the molecular mechanisms controlling IgG absorption of neonatal ruminants and reveals novel mRNA and miRNA markers involved in clathrin-mediated endocytosis and macropinocytosis which may provide the fundamental knowledge related to IgG absorption to support further study in other mammals.