Yangtze sturgeon is an endangered fish species. After weaning, some Yangtze sturgeon fry refuse to consume any food, which causes a low survival rate during the artificial breeding period. This study showed that the body length and body weight of failed weaning Yangtze sturgeons were significantly lower than those of successful weaning sturgeons. Since the brain is the center of appetite regulation, RNA-seq of the brain was employed to analyze the differentially expressed genes and their biological functions in successfully and unsuccessfully weaned fry. After that, 82,151 unigenes and 3222 DEGs were obtained. Based on the results of RNA-seq, appetite factors, including POMC, CART, NPY and AgRP, were cloned, and then a weaning experiment was designed to explore the changes in appetite after feeding a microcapsule diet (weaning group). The results showed that, during the weaning period, the expression of CART was increased on the 1st and 3rd days but decreased on the 5th, 6th, 8th and 10th days. The expression of AgRP was downregulated on the 1st and 3rd days but upregulated on the 5th, 6th, 8th and 10th days. These findings indicate that appetite was suppressed in the early and middle periods but enhanced in the latter period of weaning and that CART may play an important role in the appetite-suppressing effect.