This paper uses Canadian macroeconomic data as research object to analyze the interaction between the labor force participation rates and the unemployment rates. In order to discuss the phenomena of the added worker effect, the discouraged worker effect, and the unemployment invariance hypothesis that, which one exists in Canadian labor market. On the whole, regardless of male, female, or both altogether, it has been empirically indicated that there is long-term equilibrium relationship between labor force participation and unemployment rate. Besides, with the changing of unemployment rate, labor force participation rate changes reversely. Therefore, discouraged worker effect exists in Canadian labor market.