The denaturation mechanism of hen egg lysozyme is still controversial. In this study, Raman spectroscopy was employed to study the thermal and chemical denaturation mechanisms of lysozyme. All of the Raman bands were synchronously recorded and analyzed during the denaturation process. It was found that the Raman bands of the side groups changed before the bands of skeleton groups. This directly reveals the three-state mechanism of thermal denaturation of lysozyme. The preferential change of the side groups was also observed in the chemical denaturation of lysozyme by guanidine hydrochloride. Moreover, it was found that the Raman bands of the groups on the surface of lysozyme changed before those of the other groups. This indicates that the chemical denaturants interact with the protein surface before the protein core in each step and the chemical denaturation of lysozyme conforms to the multistate and outside-in mechanisms. The synchronous Raman study not only reveals the multistate mechanism of lysozyme denaturation but also demonstrates that this synchronous Raman analysis is a powerful method to study the denaturation mechanisms of other proteins.