Diabetic nephropathy (DN), which results in chronic kidney disease (CKD) and necessitates dialysis and renal transplantation, is a typical consequence of long-term diabetes. The best DN predictor now available in the clinic is microalbuminuria, which is regarded as a risk marker suggesting the potential start of DN, making it a marker rather than a predictor. New indicators are therefore necessary for early diagnosis and DN therapy. Several Capillary electrophoresis coupled to mass spectrometry (CE-MS) was used to investigate urine proteins and has various benefits, a main advantage is reproducibility. In recent years, numerous urine proteins have been examined to learn further about their potential as DN indicators. Although their nature and regulation differed across investigations, collagen fragments were discovered in various proteome analyses. Diabetic patient urine also comprised more serum albumin fragments, a transthyretin fragment, and peptides with an additional alteration (oxidation). The present review's aim is to screen for analysis of proteomics for their identity and quantity, which enable the identification of new biomarkers and early detection of DN with promising clinical value.