Solving mathematical problems using computer-verifiable languages like Lean has significantly impacted the mathematical and computer science communities. State-of-the-art methods utilize a single Large Language Model (LLM) to generate complete proof or perform tree search, but they fail to balance these tasks. We propose **MA-LoT**: *Model-CollAboration Lean-based Long Chain-of-Thought*, a comprehensive framework for Lean4 theorem proving to solve this issue. It separates the cognition tasks of general NL for whole-proof generation and error analysis for proof correction using the model-collaboration method. We achieve this by structured interaction of the LLM and Lean4 verifier in Long CoT. To implement the framework, we propose the novel *LoT-Transfer Learning* training-inference pipeline, which enables the Long CoT thinking capability to LLMs without special data annotation. Extensive experiment shows that our framework achieves a **61.07%** accuracy rate on the Lean4 version of the MiniF2F-Test dataset, largely outperforming DeepSeek-V3 (33.61%), single-model tree search (InternLM-Step-Prover, 50.70%), and whole-proof generation (Godel-Prover, 55.33%) baselines. Furthermore, our findings highlight the potential of combining Long CoT with formal verification for a more insightful generation in a broader perspective.