Temperature-dependent angle-resolved photoemission spectroscopy has been performed on CeSb to study the origin of its complicated magnetic phase transition. In paramagnetic phase (T=30K), we have found that the electronic structure near the Fermi level (E F ) consists of the hole-like Sb 5p band at the Γ point and the electron-like Ce 5d bands at the X point. With decreasing temperature across T N (T N =10K), both the energy shift and the energy splitting of the bands appear along the ΓX high-symmetry line. While the energy shift of the bands is consistent with the pf mixing model, the energy splitting has not been expected in the model so far. On the other hand, by comparing with the recent calculation based on the pf+dp mixing model, we found a qualitative agreement between the experiment and the calculation. This result suggests the importance of the dp mixing effect to interpret the mechanism of the magnetic phase transition of CeSb.