The technology platforms for proteome analysis have advanced considerably over the last few years. Driven by these advancements in technology, the number of studies on the analysis of the proteome/peptidome, with the aim of defining clinically relevant biomarkers, has substantially risen. Urine has become an increasingly relevant target for clinically oriented proteome analysis; the first clinical trials based on urinary proteomics have been initiated, and studies including several hundred patients have been published. In this article, we summarize the relevant technical aspects in biomarkers discovery and the course from biomarker discovery or 'potential' biomarkers to those that have been validated and are clinically important. We discuss experimental design based on the statistics calculated to produce a clinically important end point. We present several examples of proteomic studies that have defined urinary biomarkers for clinical applications, focusing on capillary electrophoresis coupled to mass spectrometry as a technology. Finally, current challenges and considerations for future studies will be discussed.