Despite considerable advancements, the development of effective cancer screening tools based on serum biomarker measurements has thus far failed to achieve a meaningful clinical impact. The incremental progress observed over the course of serum biomarker development suggests that further refinements based on novel approaches may yet result in a breakthrough. The use of urine as an analytical biofluid for biomarker development may represent such an approach. The unique characteristics of urine including a high level of stability, ease of sampling, and an inactive and low-complexity testing matrix offer several potential advantages over the use of serum. A number of recent reports have demonstrated the utility of urine in the identification of novel cancer biomarkers and also the improved performance of biomarkers previously evaluated in serum. In this review, advancements related to the use of urine biomarkers within the settings of ovarian, breast, and pancreatic cancer are presented and discussed. Findings regarding the identification of specific urine biomarkers for each disease are highlighted along with comparative analyses of urine and serum biomarkers as diagnostic tools.