In order to successfully cure patients with prostate cancer (PCa), it is important to detect the disease at an early stage. The existing clinical biomarkers for PCa are not ideal, since they cannot specifically differentiate between those patients who should be treated immediately and those who should avoid over-treatment. Current screening techniques lack specificity, and a decisive diagnosis of PCa is based on prostate biopsy. Although PCa screening is widely utilized nowadays, two thirds of the biopsies performed are still unnecessary. Thus the discovery of non-invasive PCa biomarkers remains urgent. In recent years, the utilization of urine has emerged as an attractive option for the non-invasive detection of PCa. Moreover, a great improvement in high-throughput "omic" techniques has presented considerable opportunities for the identification of new biomarkers. Herein, we will review the most significant urine biomarkers described in recent years, as well as some future prospects in that field.