Liquid biopsy is gaining significant attention as a tool for unveiling the molecular landscape of tumor and holds great promise for individualized medicine for cancer. Cell-free DNA serves as an extremely important component of liquid biopsy for cancer, and cell-free DNA in urine is even promising due to the remarkable advantage of urine as an ultra-noninvasive sample source over tissue and blood. Compared with the widely studied cell-free DNA in blood, less is known about the role of urinary cell-free DNA. Urinary cell-free DNA has the ability to give comprehensive and crucial information on cancer as it carries genetic messages from cells shedding directly into urine as well as transporting from circulation. As an indispensable component of liquid biopsy, urinary cell-free DNA is believed to have the potential of being a useful and ultra-noninvasive tool for cancer screening, diagnosis, prognosis, and monitoring of cancer progression and therapeutic effect. In this review, we provide the current insights into the clinical applications of urinary cell-free DNA in cancer. We also introduce the basic biological significance and some technical issues in the detection of urinary cell-free DNA.