Background: Urine proteins may help in understanding physiology and diagnosing disease in premature infants. Determining how urine proteins vary by degree of prematurity, sex, and postnatal day is warranted. Methods: We performed a prospective cohort study to assess the independent correlation of 14 urine biomarkers (measured on postnatal days 1–4) with gestational age (GA), sex, and postnatal age in 81 premature infants (mean, 1017 g) without acute kidney injury using a random-effects mixed model. Results: Neutrophil gelatinase-associated lipocalin (NGAL) and vascular endothelial growth factor (VEGF) showed significant associations for sex, GA, and postnatal age. Cystatin C, osteopontin (OPN), and trefoil factor 3 (TFF3) were associated with postnatal age and GA, but not sex. Epithelial growth factor (EGF) and uromodulin were associated with GA only. Clusterin was associated with postnatal age and sex. Albumin was associated with sex only. Beta-2-microglbulin (B2M), osteoactivin, kidney injury molecule −1 (KIM-1), and alpha glutathione S-transferase (αGST) were associated with postnatal age only. Conclusions: Postnatal age affects B2M, cystatin C, NGAL, OPN, clusterin, Kim-1, osteoactivin, TFF3, VEGF, αGST. GA affects cystatin C, EGF, NGAL, OPN, UMOD, TFF3, and VEGF. Sex affects albumin, NGAL, and clusterin. Interpretation of urine biomarkers will need to account for these associations.