Paramutations result from interactions between two alleles at a single locus, whereby one induces a heritable change in the other. Although common in plants, paramutations are rarely studied in animals. Here, we report a new paramutation mouse model, in which the paramutant allele was induced by an insertional mutation and displayed the "white-tail-tip" (WTT) phenotype. The paramutation phenotype could be transmitted across multiple generations, and the breeding scheme (intercrossing vs. outcrossing) drastically affected the transmission efficiency. Paternal (i.e., sperm-borne) RNAs isolated from paramutant mice could induce the paramutation phenotype, which, however, failed to be transmitted to subsequent generations. Maternal miRNAs and piRNAs appeared to have an inhibitory effect on the efficiency of germline transmission of the paramutation. This paramutation mouse model represents an important tool for dissecting the underlying mechanism, which should be applicable to the phenomenon of epigenetic transgenerational inheritance (ETI) in general. Mechanistic insights of ETI will help us understand how organisms establish new heritable epigenetic states during development, or in times of environmental or nutritional stress.