Cornu Rhinoceri Asiatici (rhinoceros horn, RH), Cornu Bubali (water buffalo horn, WBH), and Cornu Bovis grunniens (yak horn, YH) are traditional Chinese medicine (TCM), and have been used in China for thousands of years. In this study, ethnopharmacological experiments were used to evaluate and verify the traditional efficacies of horns. Area under curve (AUC) was used to quantify the pharmacological efficacy strength of three horns. Two-dimensional electrophoresis (2-DE) was used to analyze the protein components in horns, as a result, 14 common protein spots in rhinoceros horn, water buffalo horn, and yak horn electrophoresis gels were found by image analysis. Then linear regression analysis was used to establish the correlation between pharmacological efficacies and components in the horns, and five potential active components were selected from the 14 common protein spots. Finally, two protein spots from five were identified by matrix-assisted laser desorption ionization time-of-flight mass spectrometry (MALDI-TOF MS). In this study, a simple method to construct correlation between components and efficacy strength was explored by linear regression analysis, which could be applied to screen potential active components of animal horns.