Raman spectroscopy (RS) is a vibrational technique that is suitable for performing biochemical analyses in human tissues and fluids. This work has investigated the identification of biochemical markers due to physical performance in the urine of swimming athletes. This was achieved by means of the Raman features that were found before and after the swimming training compared to the sedentary control subjects. These particular biochemical marker identifications refer to and infer the physiological status of individuals. The urine samples (single stream) were collected before and after the training (velocity, middle distance and distance) of professional swimmers, as well as from sedentary subjects (control). The urine samples were submitted to RS (830 nm excitation, 350 mW, 400–1800 cm−1 spectral range, 4 cm−1 resolution) and the spectra after the training were compared to the spectra before training, and subsequently, to the control subjects. The principal component analysis (PCA) was employed in order to identify the biochemicals that were responsible for the spectral differences. The Raman features of the urine samples after training showed peaks that were related to common urine metabolites, such as urea and creatinine. PCA analysis also revealed Raman features that were attributed to other metabolites, such as creatine, ketone bodies, phosphate and nitrogenous compounds in the swimmers after training. RS was a rapid and reliable technique for the evaluation of urine metabolites that were related to the physical performance of high-level swimmers, which then allowed for an accurate assessment and a control of their physiological efficiencies.