Bladder cancer (BC) is characterized by high incidence and recurrence rates together with genomic instability and elevated mutation degree. Currently, cystoscopy combined with cytology is routinely used for diagnosis, prognosis and disease surveillance. Such an approach is often associated with several side effects, discomfort for the patient and high economic burden. Thus, there is an essential demand of non-invasive, sensitive, fast and inexpensive biomarkers for clinical management of BC patients. In this context, liquid biopsy represents a very promising tool that has been widely investigated over the last decade. Liquid biopsy will likely be at the basis of patient selection for precision medicine, both in terms of treatment choice and real-time monitoring of therapeutic effects. Several different urinary biomarkers have been proposed for liquid biopsy in BC, including DNA methylation and mutations, protein-based assays, non-coding RNAs and mRNA signatures. In this review, we summarized the state of the art on different available tests concerning their potential clinical applications for BC detection, prognosis, surveillance and response to therapy.