How to differentiate the diagnosis of depression and bipolar disorder has always been an important problem that needs to be solved urgently in clinical practice. In this study, from the perspective of urine proteomics, urine samples of similar age were collected from two hospitals to investigate the candidate biomarkers for differentiating the diagnosis of depression and bipolar disorder using both group analysis and one-to-many analysis(1 patient : many control samples). The experimental results of the paired group analysis showed that 108 differential proteins were identified in the depressed group compared to the bipolar group under strict screening conditions with screening criteria of FC ≥ 2 or ≤ 0.5 and a two-tailed unpaired t-test of P < 0.01, with an average of 3.7 randomly generated differential proteins, and a confidence level of 96.6 % for the correlation between these proteins and the disease difference. In the one-to-many analysis, 24 differential proteins were co-identified by the samples of 13 depressed patients, 16 of which showed a completely consistent trend of expression changes in all depressed patients studied, and 6 of which were associated with immunoglobulins; 41 differential proteins were co-identified by the samples of 12 depressed patients out of 13, and 19 of which showed a completely consistent trend of expression change in the These results reflect the strong consistency of differential proteins between the two groups of patients. 12 or more samples from depressed patients were enriched for differential proteins related to multiple biological processes and signaling pathways associated with the immune system, which is consistent with previous studies: immune mechanisms may be one of the pathogenetic mechanisms of major depression and that drugs with major immune targets can improve depressive symptoms. In the future, it may be possible to observe the immune status of patients with depression to provide direction and basis for the precise treatment of depression. The results of this paper show that urine proteomics can differentiate between depression and bipolar disorder, suggest possible mechanisms and potential targets for the treatment of depression and bipolar disorder, and provide a tool for future differential diagnosis and precision treatment of the diseases.