Goat's milk, considered a substitute for cow's milk, has a high nutritional value. However, goat's milk contains various allergens, predominantly β-lactoglobulin (BLG). In this study, we employed the CRISPR/Cas9 system to target the BLG locus in goat fibroblasts for sgRNA optimization and generate BLG knock-out goats through co-injection of Cas9 mRNA and small guide RNAs (sgRNAs) into goat embryos at the one-cell stage. We firstly tested sgRNA editing efficiencies in goat fibroblast cells, and approximately 8.00%-9.09% of the cells were modified in single sgRNA-guided targeting experiment. Among the kids, the genome-targeting efficiencies of single sgRNA were 12.5% (10 ng/μL sg1) and 0% (10 ng/μL sg2) and efficiencies of dual sgRNAs were 25.0% (25 ng/μL sg2+sg3 group) and 28.6% (50 ng/μL sg2+sg3 group). Relative expression of BLG in BLG knock-out goat mammary glands significantly (p < 0.01) decreased as well as other milk protein coding genes, such as CSN1S1, CSN1S2, CSN2, CSN3 and LALBA (p < 0.05). As expected, BLG protein had been abolished in the milk of the BLG knock-out goat. In addition, most of the targeted kids were chimeric (3/4), and their various body tissues were edited simultaneously. Our study thus provides a basis for optimizing the quality of goat milk, which can be applied to biomedical and agricultural research.