This work is devoted to deriving the Onsager-Machlup action functional for a class of stochastic differential equations with (non-Gaussian) Lévy process as well as Brownian motion in high dimensions. This is achieved by applying the Girsanov transformation for probability measures and then by a path representation. The Poincaré lemma is essential to handle such a path representation problem in high dimensions. We provide a sufficient condition on the vector field such that this path representation holds in high dimensions. Moreover, this Onsager-Machlup action functional may be considered as the integral of a Lagrangian. Finally, by a variational principle, we investigate the most probable transition pathways analytically and numerically.