Exosomes are nanoscale, membrane-enclosed vesicles with contents similar to their parent cells, which are rich in potential biomarkers, including membrane proteins such as transporters and receptors, transcription factors and microRNAs. Urine, as a non-invasive sampling body fluid, has the advantages of being simple to collect, stable in protein, diverse and not regulated by homeostatic mechanisms of the body, making it a favorable target for studying tumor biomarkers. In this report, urinary exosomal proteome was analyzed and high throughput downstream validation was performed using a supramolecular probe-based capture and in situ detection. Due to the low concentration of exosomes in urine, supramolecular exosome array was significantly improved with well-blot loading format accommodating the higher sample volume which provides an effective platform for urinary exosomal biomarker validation. The technology demonstrated efficient enrichment of exosomes with high concentration (5.5×1010 particles/mL) and high purity (2.607×1010 particles/mg) of exosomes from urine samples. Proteomic analysis of urine samples from patients with hepatocellular carcinoma and healthy individuals combined with proteomic screening techniques revealed that 68 proteins were up-regulated in patients with hepatocellular carcinoma. As a proof-of-principle study, three of these differentially expressed proteins, including OLFM4, HDGF and GDF15 were validated using the supramolecular probe-based array (48 samples per batch). These findings demonstrate the great potential of this approach towards liquid biopsy for the discovery and validation of biomarkers from urinary exosomes and it can be extended to various biological samples with lower content of exosomes.