We report a mechanistic analysis of photodamage in coherent anti-Stokes Raman scattering (CARS) microscopy. Photodamage to the myelin sheath in spinal tissues is induced by using the point scan mode and is featured by myelin splitting and shockwaves with broadband emission. Our measurement of photodamage rate versus the excitation power reveals that both linear and nonlinear mechanisms are involved. Moreover, we show that vibrational absorption induced by coherent Raman processes significantly contributes to the nonlinear damage at high peak powers. For CARS imaging of cultured cells, the photodamage is characterized by plasma membrane blebbing and is dominated by a second order mechanism. Our study suggests that for dense samples such as the myelin sheath, CARS imaging induced photodamage can be minimized by using laser beams with relatively long near IR wavelengths and a repetition rate of a few MHz. For less dense samples such as cultured cells, laser pulses of higher repetition rates are preferred.