The global burden of diabetic kidney disease (DKD) is escalating, and it remains as a predominant cause of the end-stage renal disease (ESRD). DKD is associated with increased cardiovascular disease and morbidity in all types of diabetes. Prediction of progression with albuminuria and eGFR is challenging in DKD, especially in non-proteinuric DKD patients. The pathogenesis of DKD is multifactorial characterized by injury to all components of the nephron, whereas albuminuria is an indicator of only glomerular injury. The limits in the diagnostic and prognostic value of urine albumin demonstrate the need for alternative and clinically significant early biomarkers, allowing more targeted and effective diabetic treatment, to reduce the burden of DKD and ESRD. Identification of biomarkers, based on multifactorial pathogenesis of DKD can be the crucial paradigm in the treatment algorithm of DKD patients. This review focuses on the potential biomarkers linked to DKD pathogenesis, particularly with the hope of broadening the diagnostic window to identify patients with different stages of DKD progression.