Exosomes are 40-100-nm membrane vesicles secreted into the extracellular space by various types of cell in many biological fluids, including serum, saliva, breast milk, amniotic fluid, and urine. Exosomes, which contain several key proteins, lipids, mRNAs, and microRNAs, were considered as an alternative secretion pathway. In addition, recent findings suggest that the exosome itself is a functional biomolecule involved in intracellular communication; thus, its components can be transferred to recipient cells by fusion, changing the function of the target cell. Recently, urinary exosomes have attracted much attention because some of their proteins have been identified as biomarkers related to certain physiological events and disease-related metabolism of the kidney. This review provides an overview of urinary exosomes, including methods of isolation and associated problems, and focuses on urinary exosomes as protein biomarker sources involved in numerous physiological and pathophysiological processes.