For a long time, sample preparation was unrecognized as a critical issue in the analytical methodology, thus limiting the performance that could be achieved. However, the improvement of microextraction techniques, particularly microextraction by packed sorbent (MEPS) and solid-phase microextraction (SPME), completely modified this scenario by introducing unprecedented control over this process. Urine is a biological fluid that is very interesting for metabolomics studies, allowing human health and disease characterization in a minimally invasive form. In this manuscript, we will critically review the most relevant and promising works in this field, highlighting how the metabolomic profiling of urine can be an extremely valuable tool for the early diagnosis of highly prevalent diseases, such as cardiovascular, oncologic and neurodegenerative ones.