Urine samples provide a potential alternative to physician-taken or self-collected cervical samples for cervical screening. Screening by primary hrHPV testing requires additional risk assessment (so-called triage) of hrHPV-positive women. Molecular markers, such as DNA methylation, have proven most valuable for triage when applied to cervical specimens. This study was set out to compare hrHPV and DNA methylation results in paired urine and cervical scrapes, and to evaluate the feasibility of DNA methylation analysis in urine to detect cervical cancer. Urine samples (n = 41; native and sediment) and paired cervical scrapes (n = 38) from cervical cancer patients, and urine from 44 female controls, were tested for hrHPV and 6 methylation markers. Results on native urine and sediment were highly comparable. A strong agreement was found between hrHPV testing on urine and scrapes (kappa = 0.79). Also, methylation levels in urine were moderately to strongly correlated to those detected in scrapes (r = 0.508–0.717). All markers were significantly increased in urine from cervical cancer patients compared to controls and showed a good discriminatory power for cervical cancer (AUC = 0.744–0.887). Our results show a good agreement of urine-based molecular analysis with reference cervical samples, and suggest that urine-based DNA methylation testing may provide a promising strategy for cervical cancer detection.