This review covers the diagnostic potential of urinary biomarkers, shedding light on their linkage to cancer progression. Urinary biomarkers offer non-invasive avenues for detecting cancers, potentially bypassing the invasiveness of biopsies. The investigation focuses primarily on breast and prostate cancers due to their prevalence among women and men, respectively. The intricate interplay of urinary proteins is explored, revealing a landscape where proteins exhibit context-dependent behaviors. The review highlights the potential impact of physical activity on urinary proteins, suggesting its influence on tumorigenic behaviors. Exercise-conditioned urine may emerge as a potential diagnostic biomarker source. Furthermore, treatment effects, notably after lumpectomy and prostatectomy, induce shifts in the urinary proteome, indicating therapeutic impacts rather than activating oncogenic signaling. The review suggests further investigations into the double-sided, context-dependent nature of urinary proteins, the potential role of post-translational modifications (PTM), and the integration of non-protein markers like mRNA and metabolites. It also discusses a linkage of urinary proteomes with secretomes from induced tumor-suppressing cells (iTSCs). Despite challenges like cancer heterogeneity and sample variability due to age, diet, and comorbidities, harnessing urinary proteins and proteoforms may hold promise for advancing our understanding of cancer progressions, as well as the diagnostic and therapeutic role of urinary proteins.