The urinary metabolomic study based on gas chromatography-mass spectrometry (GC-MS) had been developed to investigate the possible antidepressant mechanism of chlorogenic acid (CGA) in a rat model of sleep deprivation (SD). According to pattern recognition analysis, there was a clear separation among big platform group (BP), sleep deprivation group (SD), and the CGA (model + CGA), and CGA group was much closer to the BP group by showing a tendency of recovering towards BP group. Thirty-six significantly changed metabolites related to antidepressant by CGA were identified and used to explore the potential mechanism. Combined with the result of the classic behavioral tests and biochemical indices, CGA has significant antidepressant effects in a rat model of SD, suggesting that the mechanism of action of CGA might be involved in regulating the abnormal pathway of nicotinate and nicotinamide metabolism; glyoxylate and dicarboxylate metabolism; glycine, serine, and threonine metabolism; and arginine and proline metabolism. Our results also show that metabolomics analysis based on GC-MS is a useful tool for exploring biomarkers involved in depression and elucidating the potential therapeutic mechanisms of Chinese medicine.