While only slightly larger than the more southern rhinoceros , a woolly rhinoceros is no less deserving of respect. On its snout, a woolly rhinoceros has two horns. The front horn is larger than the other horn and averages 40 in. in length. Underneath its thick reddish-brown hair, its gray skin falls into the shoulder, back, and rump, giving it an armored appearance. Their thick fur hides their skin and insulates their bodies against cold temperatures.