Objectives: This research aimed to unveil the value of human epididymal protein 4 (HE4), carcinoembryonic antigen (CEA) and alpha-fetoprotein (AFP) in the early diagnosis of cervical cancer. Design: This was a clinical study. Participants: Sixty patients with cervical cancer stage IA-IIA (early stage cervical cancer group), 60 patients with cervical intraepithelial neoplasia (CIN) (disease control group), and 60 healthy women who had passed the physical examination (healthy control group) were selected. Setting: The review was conducted in a Jiaxing First Hospital. Methods: Sixty patients with cervical cancer stage IA-IIA (early stage cervical cancer group), 60 patients with CIN (disease control group), and 60 healthy women who had passed the physical examination (healthy control group) were selected. The expression levels of serum HE4, CEA, and AFP in the three groups were detected, and the correlation between the levels of serum HE4, CEA, and AFP and the clinicopathological characteristics of patients with early stage cervical cancer were analyzed, and the receiver operating characteristic (ROC) curves were plotted to identify the value of the single and triple tests of serum HE4, CEA, and AFP for the early stage diagnosis of cervical cancer. Results: The levels of serum HE4, CEA, and AFP in the early stage cervical cancer group were higher than those in the disease control and the healthy control groups (p < 0.05). The levels of serum HE4, CEA, and AFP were related to the FIGO stage as well as the histological grading of patients with early stage cervical cancer (p < 0.05). The results of the ROC curves revealed that the AUC areas of HE4, CEA, and AFP for single as well as triple diagnosis of patients with early stage cervical cancer were 0.725, 0.679, 0.663, and 0.811, respectively, and the AUC of the three combined tests was markedly higher than that of HE4, CEA, AFP single test (p < 0.05). Limitations: There is a lack of larger sample sizes to test whether the combined HE4, CEA, and AFP detection has sufficient validity at the individual level and there are not enough serum samples in this study to perform circulating HPV-DNA detection and compare it with the levels of serum markers. Conclusion: The combination of HE4, CEA, and AFP has good clinical reference value analysis in the auxiliary diagnosis of early stage cervical cancer, and it is worthy of further validation and popularization.