The geographical origin of 15 samples of Zanthoxylum bungeanum fruits obtained from five different regions in Southwest China was differentiated. The pericarps of Z. bungeanum were extracted using methanol. Fractions were obtained by column chromatography and analyzed by high-performance liquid chromatography (HPLC) analysis. Principal component analysis (PCA) and partial least-square discriminant analysis (PLS-DA) were performed to develop classification models to differentiate between samples from Hanyuan and those from other regions of Southwest China. The results showed that samples from the Hanyuan region were significantly different from those obtained from the other regions; PLS-DA analysis showed a greater discriminatory effect than did PCA approach. In addition, the chemical compounds with variable influence on the projection (VIP) > 1 from PLS-DA models and p < 0.05 for unpaired Student’s t-test were considered relevant for group discrimination. These included neochlorogenic acid, chlorogenic acid, quercitrin, hydroxy-β-sanshool, and hydroxy-γ-sanshool, which could be potential markers to distinguish Hanyuan Z. bungeanum fruits from those obtained from other regions of Southwest China. Hydroxy-γ-sanshool content alone in Z. bungeanum fruits from Hanyuan region was higher than that in Z. bungeanum fruits from other regions, while contents of other compounds were lower; the differences were significant (p < 0.05). The results of this study provide theoretical and experimental basis to some degree for screening and quality evaluation of Z. bungeanum fruits from different geographical origins.