Urinary tract infections (UTIs) are among the most common infective disease in the adult population. UTI diagnosis is based essentially on the presence of lower urinary tract symptoms (e.g., dysuria, urgency, and frequency) and the evidence of bacteriuria (by dipstick testing and/or urine culture). UTI diagnosis is not always easy because symptoms can be vague, or patient basal conditions can interfere negatively with the diagnostic process, whereas urine culture is still ongoing. In those cases, the differential diagnosis among UTIs and asymptomatic bacteriuria (ABU) may be challenging, while the clinician has to decide whether to start an antibiotic treatment shortly. The purpose of the present review is to analyze the biomarkers that could help in UTI diagnosis. Some biomarkers, such as procalcitonin, interleukin-6, neutrophil gelatinase-associated lipocalin, chemokines, lactoferrin, and bone morphogenetic protein-2, seem promising in UTI diagnosis, while other biomarkers failed to show any utility. Whereas a single biomarker was not enough, a combination of biomarkers could have more chances to help in the diagnosis.