This case-controlled study was designed to correlate urinary biomarkers, TNF-like weak inducer of apoptosis (TWEAK), osteoprotegerin (OPG), monocyte chemoattractant protein-1 (MCP-1), and interleukin-8 (IL-8) levels, with renal involvement in a cohort of systemic lupus erythematosus (SLE) patients to examine their diagnostic performance. In 73 SLE patients, and in 23 healthy volunteers, urinary levels of TWEAK, OPG, MCP-1, and IL-8 levels were measured. Disease activity was assessed by total SLE disease activity index, and renal activity by renal activity index (rSLEDAI), and both were correlated with urinary biomarkers. Sensitivity, specificity, and predictive values of individual biomarkers to predict lupus nephritis were also calculated. Significantly higher levels of urinary biomarkers were observed in SLE patients with lupus nephritis (LN) compared with those without LN (TWEAK, p < 0.001; MCP-1, p < 0.001; OPG, p < 0.001; IL-8, p < 0.032). Other significantly higher levels were observed in SLE patients with LN compared with control subjects (TWEAK, MCP-1, OPG, and IL-8 p < 0.001). Positive correlations were observed between rSLEDAI and TWEAK (r = 0.612 and p < 0.001), MCP-1 (r = 0.635 and p < 0.001), and OPG (r = 0.505 and p < 0.001). Urinary levels of TWEAK, OPG, and MCP-1 positively correlate with renal involvement as assessed by rSLEDAI with reasonable sensitivity, specificity, and predictive values to detect lupus nephritis while IL-8 was not significantly associated with global or rSLEDAI.