Diabetic nephropathy (DN), also named diabetic kidney disease (DKD), is a devastating complication in patients with both type 1 and 2 diabetes mellitus (T1D and T2D) and its diagnosis has been traditionally based on the presence of micro-albuminuria (MA). The aim of this article is to update, through review of the relevant medical literature, the most promising biomarkers for early DKD detection. MA has historically been employed as an early marker of microvascular complications, indicating risk for advanced CKD. However, due to the inability of MA to adequately predict DKD, especially in young patients or in non-albuminuric DKD, additional biomarkers of glomerular and/or tubular injury have been proposed to uncover early renal dysfunction and structural lesions, even before MA occurs. Defining new predictive biomarkers to use alongside urinary albumin excretion (UAE) during the initial stages of DKD would provide a window of opportunity for preventive and/or therapeutic interventions to prevent or delay the onset of irreversible long-term complications and to improve outcomes by minimizing the rates of severe cardio-renal morbidity and mortality in DKD patients.