<b>Abstract</b> <p>A comparison of woolly rhinoceros (WR) (<i>Coelodonta antiquitatis</i>) individuals of different ages found at different times in Yakutia (one-year-old suckling (juvenis <i>=</i> infantulus), two 4–5-year-old juveniles (subadultus), 20-year-old (adultus) and 30-year-old females (adultus = senex), adult individual (adultus) of unknown sex) allows us to reconstruct the age-related changes in their hair coat. As the individual matures, the fur color apparently changed from light to dark brown, with a possible presence of local color spots (from light beige to reddish). The fur became more diverse (polymorphic), darker, longer, denser, and thicker due to a growth of the upper layer of hair (kemp: overhair and guard hairs) and dense underfur (downy hairs). The most powerful multilayered fur covered the croup area. Among the main hair microstructures studied using a scanning electron microscopy (SEM), dense cortex and multilayered cuticle with similar patterns were developed in the extinct WR and recent Indian rhinoceros (<i>Rhinoceros unicornis</i>). The main tendency of adaptation of the WR hair coat consisted of enhancing the mechanical strength of the fur, achieved due to uneven development of different hair structures (thick, coarse cuticle and cortex and weakly developed or absent less durable cellular medulla), as well as formation of an upper protective layer of coarse kemp. A multilayered nature of the thick fur (especially the presence of abundant underfur) provided the woolly rhinoceros hair coat with excellent heat-protective and mechanical properties, efficiently protecting these animals from climatic and traumatic external effects. A comparison of WR fur with the fur of large extinct ungulates of the Mammoth fauna (woolly mammoth (<i>Mammutus primigenius</i>†), extinct steppe bison (<i>Bison priscus</i>†) and muskox (<i>Ovibos moschatus</i>, existed since the time of the Mammoth fauna), bison (<i>Bison bison</i>), wisent (<i>Bison bonasus</i>), as well as cave lion (<i>Panthera spelaea</i>†)) reveals general patterns of adaptation of the hair coat of WR and other representatives of the Mammoth fauna to living in the harsh climatic conditions of the Ice Age in the Arctic.</p>