Primary sclerosing cholangitis (PSC) is a chronic inflammatory disease, which is associated with an increased risk of cholangiocarcinoma (CCA). Novel markers, to complement or replace CA19-9, are urgently needed for the screening of PSC-associated biliary neoplasia. Previous studies have suggested that serum trypsinogen-2 and human chorionic gonadotropin β-subunit (hCGβ) may serve as such markers. Using highly specific in-house immunoassays, we studied trypsin(ogen)-2 and -3, SPINK1 and hCGβ in bile samples of 214 patients, referred for endoscopic retrograde cholangiography. We found that biliary trypsinogen-2 was decreased (p = 0.027) and hCGβ was elevated (p < 0.001) in PSC patients who were diagnosed 1.6 years (median, range 0.1–8.8 years) later with CCA or in whom biliary dysplasia was observed at least twice in brush cytology (n = 11) as compared to PSC patients without CCA or repeated dysplasia (n = 171). The other studied markers did not show significant differences between these groups. Our results warrant further evaluation of hCGβ as a predictive marker for PSC-associated biliary neoplasia.