Major depressive disorder (MDD) is a prevalent complex psychiatric disorder, and there are no effective biomarkers for clinical diagnosis. Urine is not subjected to homeostatic control, allowing it to reflect the sensitive changes that occur in various diseases. In this study, we examined the urine proteome changes in a chronic unpredictable mild stress mouse model of MDD. Male C57BL/6 mice were subjected to chronic unpredictable mild stress for 5 weeks. The tail suspension test and sucrose consumption test were then applied to evaluate depression-like behaviors. The urine proteomes on day 0 and day 36 in the CUMS group were profiled by liquid chromatography coupled with tandem mass spectrometry (LCMS/MS). A total of 36 differential proteins were identified, 19 of which have been associated with the pathogenic mechanisms of MDD. There was an average of two differential proteins that were identified through 1,048,574 random combination statistical analyses, indicating that at least 95 % of the differential proteins were reliable. The differential proteins were mainly associated with blood coagulation, inflammatory responses and central nervous system development. Our preliminary results indicated that the urine proteome can reflect changes associated with MDD in the CUMS model, which provides potential clues for the diagnosis of MDD.