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Transforming growth factor beta (TGF-β) is ubiquitously found in bone and plays a key role in bone turnover. Mice expressing constitutively active TGF-β receptor type I (<i>Mx1;TβRI^CA</i> mice) are osteopenic. Here, we identified the candidate genes involved in bone turnover in <i>Mx1;TβRI^CA</i> mice using RNA sequencing analysis. A total of 285 genes, including 87 upregulated and 198 downregulated genes, were differentially expressed. According to the KEGG analysis, some genes were involved in osteoclast differentiation (<i>Fcgr4</i>, <i>Lilrb4a</i>), B cell receptor signaling (<i>Cd72</i>, <i>Lilrb4a</i>), and neutrophil extracellular trap formation (<i>Hdac7</i>, <i>Padi4</i>). <i>Lilrb4</i> is related to osteoclast inhibition protein, whereas <i>Hdac7</i> is a <i>Runx2</i> corepressor that regulates osteoblast differentiation. Silencing <i>Lilrb4</i> increased the number of osteoclasts and osteoclast marker genes. The knocking down of <i>Hdac7</i> increased alkaline phosphatase activity, mineralization, and osteoblast marker genes. Therefore, our present study may provide an innovative idea for potential therapeutic targets and pathways in <i>TβRI</i>-associated bone loss.