Compared with the commercially available single nucleotide polymorphism (SNP) chip based on the Bead Chip technology, the solution hybrid selection (SHS)-based target enrichment SNP chip is not only design-flexible, but also cost-effective for genotype sequencing. In this study, we propose to design an animal SNP chip using the SHS-based target enrichment strategy for the first time. As an update to the international collaboration on goat research, a 66 K SNP chip for cashmere goat was created from the whole-genome sequencing data of 73 individuals. Verification of this 66 K SNP chip with the whole-genome sequencing data of 436 cashmere goats showed that the SNP call rates was between 95.3% and 99.8%. The average sequencing depth for target SNPs were 40X. The capture regions were shown to be 200 bp that flank target SNPs. This chip was further tested in a genome-wide association analysis of cashmere fineness (fiber diameter). Several top hit loci were found marginally associated with signaling pathways involved in hair growth. These results demonstrate that the 66 K SNP chip is a useful tool in the genomic analyses of cashmere goats. The successful chip design shows that the SHS-based target enrichment strategy could be applied to SNP chip design in other species.