Many investigations have performed sentiment analysis to gauge public opinions in various languages, including English, French, Chinese, and others. The most spoken language in South Asia is Urdu. However, less work has been carried out on Urdu, as Roman Urdu is also used in social media (Urdu written in English alphabets); therefore, it is easy to use it in English language processing software. Lots of data in Urdu, as well as in Roman Urdu, are posted on social media sites such as Instagram, Twitter, Facebook, etc. This research focused on the collection of pure Urdu Language data and the preprocessing of the data, applying feature extraction, and innovative methods to perform sentiment analysis. After reviewing previous efforts, machine learning and deep learning algorithms were applied to the data. The obtained results were compared, and hybrid methods were also recommended in this research, enabling new avenues to conduct Urdu language data sentiment analysis.