One duplicated segment on chicken Z chromosome is a causal mutation to the late-feathering phenotype. However, understanding biological process of the late-feathering formation is also of interest to chicken breeding and feather development theory. One hundred and thirty-seven valid single nucleotide polymorphisms (SNPs) from an SNP database were used to perform an association study of the Z chromosome in Xinghua chickens. Two SNPs, which were respectively on 9607480 bp and 10607757 bp, were significantly associated with feathering phenotypes. This result indicated the causal mutation of the late-feathering formation in Xinghua chickens was consistent with the previous report which showed the late-feathering locus ranged 9966364–10142688 bp on Z chromosome. Microarray expressions were implemented for six 1-day-old female Xinghua chicks. Compared to the early-feathering chicks, there were 249 and 83 upregulated and downregulated known genes in the late-feathering chicks. Forty-one genes were expressed in late-feathering chicks, but not in early-feathering ones. At least 14 significantly differentially expressed genes were directly related to keratin. In the region of the sex-linked feathering gene, only prolactin receptor (PRLR) gene was a significantly differentially expressed gene. Expression of PRLR in late-feathering chicks was 1.78-fold as that in early-feathering chicks. Late-feathering Wenchang chicks also had higher expression level of PRLR than early-feathering ones. This study suggested that increasing PRLR expression that resulted from the special variant on chicken Z chromosome caused the late-feathering phenotype.