The "gold standard" diagnostic procedure for bladder cancer is cystoscopy, a technique that can be invasive, expensive, and a possible cause of urinary tract infection. Unlike techniques such as histology, PCR, and staining, assays for protein biomarkers lend themselves well to the creation of efficient point-of-care tests, which are easy to use and yield fast results. A couple of urine-based tests have been approved by the U.S. FDA, but these tests suffer from low sensitivity. Hence, there is clearly a need for more reliable non-invasive biomarkers of bladder cancer. Urinary biomarkers are particularly attractive due to the direct contact of the urine with the urothelial tumor and the ease of sample collection. With these considerations, this review aims to provide a comprehensive listing of the most promising protein biomarkers of bladder cancer in urine. Biomarkers are organized by their potential role in detection, surveillance, or monitoring of treatment response. The purpose of this review is to assess progress towards the goal of identifying ideal urinary proteins for use in each of the above three biomarker applications in bladder cancer.