Despite advances in cancer treatments, early detection of cancer is still the most promising way to improve outcomes. Without homeostatic control, urine reflects early changes in the body and can potentially be used for early cancer diagnosis. In this study, a Walker 256 tumor rat model was established by subcutaneous injection of Walker 256 tumor cells. To identify urinary proteome changes during cancer development, urine samples from Walker 256 tumor-bearing rats were collected at five time points corresponding to before cancer cell implantation, before tumor mass palpability, at tumor mass appearance, during rapid tumor growth, and at cachexia. The urinary protein patterns changed significantly as the tumors progressed, as measured using sodium dodecyl sulfate-polyacrylamide gel electrophoresis (SDS-PAGE). The urinary proteome of tumor-bearing rats was identified using Fusion Lumos mass spectrometry with label-free quantification. Then, 30 dynamically changed urinary proteins during cancer progression were selected as more reliable cancer biomarkers, and they were validated by targeted proteomics. Combined with the results of label-free and targeted proteome quantification, a total of 10 urinary proteins (HPT, APOA4, CO4, B2MG, A1AG, CATC, VCAM1, CALB1, CSPG4, and VTDB) changed significantly even before a tumor mass was palpable, and these early changes in urine could also be identified with differential abundance at late stages of cancer. Our study indicated that urine is a sensitive biomarker source for early detection of cancer.