Available data indicate that patients with depression and anxiety disorders are likely to be at greater risk for suicide. Therefore, it is important to correctly diagnose patients with depression and anxiety disorders. However, there are still no empirical laboratory methods to objectively diagnose these patients. In this study, the multiple metabolomics platforms were used to profile the urine samples from 32 healthy controls and 32 patients with depression and anxiety disorders for identifying differential metabolites and potential biomarkers. Then, 16 healthy controls and 16 patients with depression and anxiety disorders were used to independently validate the diagnostic performance of the identified biomarkers. Finally, a panel consisting of four biomarkers-N-methylnicotinamide, aminomalonic acid, azelaic acid and hippuric acid-was identified. This panel was capable of distinguishing patients with depression and anxiety disorders from healthy controls with an area under the receiver operating characteristic curve of 0.977 in the training set and 0.934 in the testing set. Meanwhile, we found that these identified differential metabolites were mainly involved in three metabolic pathways and five molecular and cellular functions. Our results could lay the groundwork for future developing a urine-based diagnostic method for patients with depression and anxiety disorders.