Gayal (Bos frontalis) is a semi-wild and endangered bovine species that differs from domestic cattle (Bos taurus and Bos indicus), and its genetic background remains unclear. Here, we performed whole-genome sequencing of one Gayal for the first time, with one Red Angus cattle and one Japanese Black cattle as controls. In total, 97.8 Gb of sequencing reads were generated with an average 11.78-fold depth and >98.44% coverage of the reference sequence (UMD3.1). Numerous different variations were identified, 62.24% of the total single nucleotide polymorphisms (SNPs) detected in Gayal were novel, and 16,901 breed-specific nonsynonymous SNPs (BS-nsSNPs) that might be associated with traits of interest in Gayal were further investigated. Moreover, the demographic history of bovine species was first analyzed, and two population expansions and two population bottlenecks were identified. The obvious differences among their population sizes supported that Gayal was not B. taurus. The phylogenic analysis suggested that Gayal was a hybrid descendant from crossing of male wild gaur and female domestic cattle. These discoveries will provide valuable genomic information regarding potential genomic markers that could predict traits of interest for breeding programs of these cattle breeds and may assist relevant departments with future conservation and utilization of Gayal.