DNA methylation analysis of full void urine and urine pellet seems promising for bladder cancer (BC) detection and surveillance. Urinary cell-free DNA from urine supernatant is now gaining interest for other molecular tests in BC. This study aims to evaluate which urine fraction is preferred for BC diagnosis using methylation markers: full void urine, urine pellet or supernatant. Methylation levels of nine markers were determined in the three urine fractions and correlated with their respective tumor tissues in BC patients and compared to controls. For all markers and marker panel GHSR/MAL, diagnostic performance was determined by calculating the area under the curve (AUC) of the respective receiver operating characteristic curves. For most of the markers, there was a significant correlation between the methylation levels in each of the urine fractions and the matched tumor tissues. Urine pellet was the most representative fraction. Generally, AUCs for BC diagnosis were comparable among the fractions. The highest AUC was obtained for GHSR/MAL in urine pellet: AUC 0.87 (95% confidence interval: 0.73-1.00), corresponding to a sensitivity of 78.6% and a specificity of 91.7%. Our results demonstrate that cellular and cell-free DNA in urine can be used for BC diagnosis by urinary methylation analysis. Based on our comparative analysis and for practical reasons, we recommend the use of urine pellet.