Raman spectroscopy has demonstrated great potential for skin wound assessment. Given that biochemical changes in wound healing is depth dependent as the skin is a layered structure, depth sensitive Raman spectroscopy could enhance the power of Raman spectroscopy in this application. Considering the critical importance of rodent studies in the field of skin wound assessment, it is necessary to develop and validate a system that can perform depth sensitive measurements in rat skin with a proper target depth range. In this manuscript, we report the design, optimization and evaluation of a new snapshot depth-sensitive Raman instrument for rat skin measurements. The optical design and optimization process are presented first. The depth sensitive measurement performance is characterized on both ex vivo porcine skin with a gradient of layer thickness and ex vivo rat skin samples with wounds. The statistical analysis of the measured Raman spectra demonstrates the feasibility of differentiation between the wound edge and healthy skin. Moreover, the accuracy of classification improves monotonically as more data from new depths are used, which implies that each depth offers additional information useful for classification. This instrument demonstrates the ability to perform snapshot depth sensitive Raman measurements from rat skin, which paves the way towards in vivo preclinical studies of rat skin wounds.