In the era of upcoming techniques for molecular profiling, breakthroughs led to new discoveries in the field of prostate cancer (PCa) biomarkers. Since the early 1990s a tremendous increase in PCa incidence is seen, dedicated to the introduction of prostate specific antigen (PSA) testing. However, due to its lack of specificity many men undergo unnecessary biopsies, resulting in a rising incidence of clinically insignificant PCa. To overcome this drawback, cancer specific biomarkers are needed to identify patients who are at high risk of harbouring PCa and to distinguish patients with aggressive disease from patients with insignificant cancer. The most non-invasive, easy to obtain substrate for biomarker measurement is urine. The most promising markers to date are PCA3 and TMPRSS2–ERG. Both markers demonstrate to have a higher specificity and diagnostic accuracy for PCa outcome compared to serum PSA. This might better predict the presence of PCa and therefore reduce the number of unnecessary biopsies. Combining both markers in a panel might result in an even higher diagnostic accuracy, given the heterogeneity of the disease. In PCa management, circulating tumour cells (CTCs) detected in the blood seem a promising tool to predict treatment response and survival benefit. Although results appear to be encouraging, the biggest challenge about new markers in PCa is to validate them in large clinical trials and subsequently implement these markers into clinical practice. In this review we discuss the clinical usefulness of novel, non-invasive tests in PCa management.