Renal involvement in patients with systemic lupus erythematosus in the form of severe lupus nephritis is associated with a significant burden of morbidity and mortality. Conventional laboratory biomarkers in current use have not been very successful in anticipating disease flares, predicting renal histology, or decreasing unwanted outcomes. Since early treatment is associated with improved clinical results, it is thus essential to identify new biomarkers with substantial predictive power to reduce the serious sequelae of this difficult to control lupus manifestation. Indeed, considerable efforts and progress have been made over the last few years in the search for novel biomarkers. Since urinary biomarkers are more easily obtainable with much less risk to the patient than repeat renal biopsies, and these may more accurately discern between renal disease and other organ manifestations than their serum counterparts, there has been tremendous interest in studying new candidate urine biomarkers. Below, we review several promising urinary biomarkers under investigation, including total proteinuria and microalbuminuria, urinary proteomic signatures, and the individual inflammatory mediators interleukin-6, vascular cell adhesion molecule-1, CXCL16, IP-10, and tumor necrosis factor-like weak inducer of apoptosis.