Bladder cancer (BC) is the 10th most frequent cancer in the world. The initial diagnosis and surveillance of BC require a combination of invasive and non-invasive methods, which are costly and suffer from several limitations. Cystoscopy with urine cytology and histological examination presents the standard diagnostic approach. Various biomarkers (e.g., proteins, genes, and RNAs) have been extensively studied in relation to BC. However, the new trend of liquid biopsy slowly proves to be almost equally effective. Cell-free DNA, non-coding RNA, and other subcellular structures are now being tested for the best predictive and diagnostic value. In this review, we focused on published gene mutations, especially in DNA fragments, but also epigenetic modifications, and non-coding RNA (ncRNA) molecules acquired by liquid biopsy. We performed an online search in PubMed/Medline, Scopus, and Web of Science databases using the terms “bladder cancer”, in combination with “markers” or “biomarkers” published until August 2022. If applicable, we set the sensitivity and specificity threshold to 80%. In the era of precision medicine, the development of complex laboratory techniques fuels the search and development of more sensitive and specific biomarkers for diagnosis, follow-up, and screening of BC. Future efforts will be focused on the validation of their sensitivity, specificity, predictive value, and their utility in everyday clinical practice.