Urine‐based liquid biopsy has emerged as a non‐invasive and effective tool for early screening and diagnosis of bladder cancer. This review provides a comprehensive overview of the current urine‐based biomarkers and methods for the detection and monitoring of bladder cancer. We focus on biomarkers including tumour DNAs, proteins, microbiome, tumour RNAs, long non‐coding RNAs, transfer RNA‐derived fragments, messenger RNAs, microRNAs, circular RNAs, exosomes and extrachromosomal circular DNA.