Casein hydrolysates have been proven to exert varying sleep-enhancing and anxiolytic effects due to their distinct release of potential peptides. However, their underlying sleep-enhancing mechanisms at the metabolic level remain unclear. This study aims to investigate the potential sleep-enhancing mechanism of casein hydrolysates through an integrated approach of untargeted and targeted metabolomics in CUMS-induced anxiety mice for the first time. The results showed seven potential biomarkers were identified and screened using orthogonal partial least-squares discriminant analysis, random forest model, and pathway analysis, including ornithine, L-proline, L-prolinamide, inhibitory neurotransmitters gamma-aminobutyric acid, 5-HIAA, fumaric acid, and 4-oxoglutaramate. Moreover, casein hydrolysates exerted sleep-enhancing effects through multiple metabolic pathways, mainly including the GABAergic system, tryptophan metabolism, and cAMP response signaling pathway, which was validated by targeted metabolomics and vital protein expressions. It was interesting that casein hydrolysates with diverse representative peptide compositions exhibited varying activity, which could be attributed to distinct alterations in metabolites via different pathways.