The analysis of urinary volatile organic compounds (VOCs) is a promising field of research with the potential to discover new biomarkers for cancer early detection. This systematic review aims to summarise the published literature concerning cancer-associated urinary VOCs. A systematic online literature search was conducted to identify studies reporting urinary VOC biomarkers of cancers in accordance with the recommendations of the Cochrane Library and Meta-analysis of Observational Studies in Epidemiology (MOOSE) guidelines. Thirteen studies comprising 1266 participants in total were included in the review. Studies reported urinary VOC profiles of five cancer subtypes: prostate cancer, gastrointestinal cancer, leukaemia/lymphoma, lung cancer, and bladder cancer. Forty-eight urinary VOCs belonging to eleven chemical classes were identified with high diagnostic performance. VOC profiles were distinctive for each cancer type with limited cross-over. The metabolic analysis suggested distinctive phenotypes for prostate and gastrointestinal cancers. The heterogenicity of study design, methodological and reporting quality may have contributed to inconsistencies between studies. Urinary VOC analysis has shown promising performance for non-invasive diagnosis of cancer. However, limitations in study design have resulted in inconsistencies between studies. These limitations are summarised and discussed in order to support future studies.