The introduction of fast, sensitive, and robust techniques for proteomic analysis into clinical practice represents a major step toward a new diagnostic approach of body fluids. In addition, proteomics emerges as a key technology for the discovery of disease biomarkers in various body fluids. However, even in relatively protein-deprived body fluids such as urine, the complexity and wide dynamic range of protein expression pose a considerable challenge to both separation and identification technologies. In the present review we discuss from a clinical point-of-view recent advances of the use of proteomics in clinical diagnosis as well as therapy evaluation. We focus on capillary electrophoresis coupled to mass spectrometry (CE-MS) and discuss CE-MS from an application point of view evaluating its merits and vices with regard to biomarker discovery. This review further presents examples of clinical applications of CE-MS for detection and identification of biomarkers in urine.