In this research, we administered bovine serum albumin and aluminum hydroxide adjuvant via intramuscular injection into the thigh muscles of rats. Subsequent urine samples were collected, and differential proteins were characterized using liquid chromatography–mass spectrometry (LC–MS/MS). The biological pathways associated with the differential proteins were analyzed using IPA software to assess the immune system changes indicated by the urinary protein profiles. Fifteen rats received intramuscular injections of normal saline, aluminum hydroxide adjuvant, a bovine serum albumin, and a mixture of aluminum hydroxide adjuvant and bovine serum albumin (BSA) to establish models for the control, adjuvant, BSA, and combined treatment groups. By comparing the differential proteins across various groups, specific biological pathways were identified highlighting that the presence of adjuvants in urine supports the earlier stimulation of the immune response by bovine serum albumin. Notably, the mixed group exhibited progressive activation of immune-related pathways, such as the inflammatory response, T-cell activation, antigen-presenting cell pathways, and B-cell pathways. These findings allow us to detect early-stage immune system changes through urinary proteomics, offering new insights and a foundational basis for future investigations into the immune system and expediting vaccine research and development.