Depressive disorders often present comorbidities with anxiety, and the occurrence of these disorders is not independent. Multiple studies have been reported by advances in mass spectrometry techniques to explore biomarkers for the diagnosis and treatment of depression and anxiety. This chapter presents the urinary biomarkers reported to date and proposes a novel method for determining depression and anxiety based on metabolic changes predicted from final metabolites in urine. For each disease and its context, the biomarker obtained will be described, together with the methodology. By reviewing the findings of the studies to date, the metabolic pathways that are altered in depression and anxiety disorders will be exhibited. It would deepen the understanding of disorders and the way for diagnosis, intervention, and treatment.