Timely diagnosis is crucial to improve the long-term survival of bladder cancer (BC) patients. The discovery of new BC biomarkers based in urine analysis is very attractive because this biofluid is in direct contact with the inner bladder layer, in which most of the neoplasms develop, and is non-invasively collected. Hence, this work aimed to unveil alterations in the urinary volatile profile of patients diagnosed with BC compared with cancer-free individuals, as well as differences among patients diagnosed at different tumor stages, to identify candidate biomarkers for non-invasive BC diagnosis and staging. Urine analysis was performed by headspace solid-phase microextraction coupled with gas chromatography-mass spectrometry (HS-SPME-GC-MS). The results unveiled that BC patients have a distinct urinary volatile profile characterized by higher levels of several alkanes and aromatic compounds, and lower levels of aldehydes, ketones and monoterpenes. Seventeen significantly altered volatiles were used to evaluate the performance for overall BC detection, disclosing 70% sensitivity, 89% specificity and 80% accuracy. Moreover, distinct urinary volatile profiles were found among patients diagnosed at different tumor stages (Ta/Tis, T1 and ≥T2). This work identified distinct urinary volatile signatures of BC patients with potential for non-invasive detection and staging of bladder cancer.