The effects of the different feeding systems, graze feeding (GSF), time-limited graze feeding (GF), and stall-feeding (SF)) on the fatty acid content, metabolites, and genes expression of the longissimus dorsi (LD) in Tan lambs were investigated in the present study. Thirty-nine 4-month-old male Tan lambs with similar body weight (24.91 ± 1.74 kg) were selected and divided into the three feeding systems (n = 13) randomly. Lambs were slaughtered after 83 days of the feeding trails, and LD muscle samples were collected for further analysis. The results indicated that different feeding systems have no significant effect on short-chain fatty acids in Tan lambs (p > 0.05). However, the total saturated fatty acids (∑SFA) and monounsaturated fatty acids (∑MUFA) in the GSF and GF groups were lower than those in the SF group (p < 0.001). The total polyunsaturated fatty acids (∑PUFA) in the GSF group were higher than those in the GF and SF groups (p < 0.001). Moreover, in the comparison of both GF vs GSF groups and SF vs GSF groups, metabolomic analysis showed that metabolites such as cis-(6,9,12)-linolenic acid, arachidic acid, acetylcarnitine, and L-carnitine with lower concentration were significantly enriched in the biosynthesis of unsaturated fatty acid pathway (p < 0.05), but metabolites such as phosphorylcholine, glycerophosphocholine, cytidine 5'-diphosphocholine, and glycerol-3-phosphate with higher concentrations were enriched in the glycerophospholipid metabolism pathway. KEGG (Kyoto Encyclopedia of Genes and Genomes) analysis of the results indicated that in the comparison of the GSF group with the SF group, differentially expressed genes (DEGs) such as LIPC, ERFE, FABP3, PLA2R1, LDLR, and SLC10A6, were enriched in the steroid biosynthesis and cholesterol metabolism pathways. In addition, differential metabolites and genes showed a significant correlation with the content of ∑SFA, ∑MUFA, and ∑PUFA in lamb meat (p < 0.05). These findings demonstrated that the feeding system was an important factor in regulating fatty acid content by affecting lipid-metabolism-related metabolites and gene expression in muscle, and graze-feeding system provided lamb meat with higher ∑PUFA content than time-limited-grazing and stall-feeding systems.