To study the diversity of mRNAs in murine spermatozoa and their potential function during zygotic development, total RNAs in murine spermatozoa were sequenced via RNA-Seq and analyzed through bioinformatics techniques. The delivery and translation of sperm-borne mRNA in fertilized oocyte were detected using RT-PCR (reverse transcription-polymerase chain reaction), Western blot, and immunofluorescence. A total of 35 288 825 reads matching 33 039 transcripts, including 27 310 coding transcripts, were obtained. Based on our analyses, we hypothesized that the transcripts with RPKM (reads per kilobase of exon model per million mapped reads) higher than six may exist in each sperm cell as consistently retained transcripts. There were 4885 consistent transcripts in each sperm, and the remainder were randomly retained. If the baseline RPKM increased, the remaining coding transcripts were more likely related to reproduction and development. The sperm-borne transcripts Wnt4 and Foxg1 were delivered into fertilized oocytes on fertilization. Furthermore, Wnt4 was translated into protein in zygotes, whereas Foxg1 was not translated. In conclusion, approximately 4885 mRNAs were present in each murine spermatozoon, and the spermatozoal mRNAs related to reproduction and development were more likely retained. The sperm-borne mRNA Wnt4 was delivered into the fertilized oocyte and translated, evidence of a paternal effect on zygotic development.