The sedimentary filling evolution during the Paleogene rifting process in Zhu I depression remains hotly disputed. Tracing source to sink process of the Paleogene was carried out on the sandstones of Wenchang Formation and Enping Formation in Zhu I depression, with the method of zircon U-Pb dating. The geochronology, provenance and sedimentary filling evolution in different evolution stages were further explored. The results show that the sags in Zhu I depression not only received the intrabasinal provenances from the paleo-uplift area, but also were affected by the terrigenous supply transported from the northern peripheral uplifts in South China Block during rifting stage. The Wenchang Formation sediments were dominated by intrabasinal short-distance provenances, which were derived from paleo-uplifts nearby the sags, including Mesozoic magmatic rocks, Mesozoic sedimentary strata and Cenozoic volcanics. The U-Pb geochronology of all sags was characterized by the dominance of Yanshanian clusters except for multi-peaks in Yanshanian, Indosinian, Caledonian periods in Lufeng Sag. The sediments of the Enping Formation were firstly affected by the materials from the South China Block in the north of Enping Sag and the west of Huizhou Sag. During the deposition period of the upper Enping Formation, the age spectra of Zhu I depression sediments show a wide Proterozoic to Mesozoic range with the peak complexity in Yanshanian, Indosinian, Caledonian and Jinningian periods. Thus, the sags were filled by the materials from both the South China Block and peripheral uplifts with the gradual increase of material supply from the South China Block, indicating that the basin provenances had changed from near-source to far-source ones. Meanwhile, the Zhu I depression was characterized by large shallow braided deltas that were formed via relatively long-distance transportation.