Biomarker detection in urine offers a potential solution to increase effectiveness of cervical cancer screening programs by attracting nonresponders. In this prospective study, the presence of high-risk human papillomavirus (hrHPV) DNA and the performance of DNA methylation analysis was determined for the detection of cervical cancer and high-grade cervical intraepithelial neoplasia (CIN2/3) in urine, and compared with paired cervicovaginal self-samples and clinician-taken cervical scrapes. A total of 587 samples were included from 113 women with cervical cancer, 92 women with CIN2/3, and 64 controls. Samples were tested for hrHPV DNA and five methylation markers. Univariate and multivariate logistic regression and leave-one-out cross-validation were used to determine the methylation marker performance for CIN3 and cervical cancer (CIN3+) detection in urine. Agreement between samples was determined using Cohen kappa statistics and the Spearman correlation coefficients. HrHPV presence was high in all sample types, 79% to 92%. Methylation levels of all markers in urine significantly increased with increasing severity of disease. The optimal marker panel (ASCL1/LHX8) resulted in an AUC of 0.84 for CIN3+ detection in urine, corresponding to an 86% sensitivity at a 70% predefined specificity. At this threshold 96% (109/113) of cervical cancers, 68% (46/64) of CIN3, and 58% (14/24) of CIN2 were detected. Between paired samples, a strong agreement for HPV16/18 genotyping and a fair to strong correlation for methylation was found. HrHPV DNA and DNA methylation testing in urine offers a promising solution to detect cervical cancer and CIN2/3 lesions, especially for women currently unreached by conventional screening methods. ©2022 American Association for Cancer Research.