The prostate-specific antigen (PSA) is currently the most used tumor marker in the early detection of the prostate cancer (PCa), despite its low specificity and low negative predictive value. New biomarkers, including urine prostate cancer gene 3 (PCA3) score, Prostate Health Index (PHI), and the four-kallikrein panel, have been investigated during recent years especially with the aim of detecting aggressive PCa. Results suggest the ability of these biomarkers to improve the specificity of PSA in the detection of PCa, although there are not enough results directly comparing these biomarkers to know their complementarity. The relationship with PCa aggressiveness seems to be confirmed for PHI and for the four-kallikrein panel, but not for PCA3 score. However, available results suggest that emerging biomarkers may be useful as part of a multivariable approach for the screening and prognosis of PCa. Nevertheless, larger prospective studies comparing these biomarkers are necessary to evaluate definitely their value in the management of early PCa.