Urine is an important source of biomarkers. This article reviews current advances, major challenges, and future prospects in the field of urinary proteomics. Because the practical clinical problem is to distinguish diseases with similar symptoms, merely comparing samples from patients of a particular disease to those of healthy individuals is inadequate for finding biomarkers with sufficient diagnostic power. In addition, the variation of expression levels of urinary proteins among healthy individuals and individuals under different physiological conditions adds to the difficulty in identifying biomarkers. We propose that establishing the natural variation in urinary protein expression among a healthy population can serve as a reference to help identify protein abundance changes that are caused by disease, not by individual variations or physiological changes. We also discuss that comparing protein expression levels between urine and plasma may reveal the physiological function of the kidney and that may facilitate biomarker discovery. Finally, we propose that establishing a data-sharing platform for data collection and integrating results from all urinary biomarker studies will help promote the development of urinary proteomics.