。
She left on Christmas Day.
Literal
She [topic-は] Christmas [of-の] day [on-に] departed.
クリスマスの日 ('the day of Christmas') is the standard way to say Christmas Day specifically, distinguishing it from クリスマスイブ (Christmas Eve, the bigger date in Japan). The temporal に marks the day of an action — 月曜日に, 三時に, 春に, クリスマスの日に. 出発する ('depart, set off') is the standard verb for leaving on a journey, more travel-oriented than the everyday 出かける.