Progression into more severe stages of chronic kidney disease (CKD) based on estimated glomerular filtration rate (eGFR) and albuminuria are associated with increased risk of end-stage renal failure, cardiovascular diseases, and mortality. Vesicles in the urine are cell-derived particles containing constituents of the cells of origin. Little is known about the prognostic capacity of urinary vesicles for CKD progression. The purpose of this study was to evaluate the association between components of urinary vesicles and incident CKD. In the AugUR study, a prospective population-based cohort study in individuals aged 70–95 years at baseline, we isolated and characterized urinary vesicles from 580 participants at two timepoints. In cross-sectional data, influences of age, sex and established kidney biomarkers on vesicular albumin and podocalyxin were characterised. Longitudinal data were used to test associations of vesicular albumin and podocalyxin with incident eGFR-based CKD and albuminuria. Cross-sectionally, urinary vesicle albumin and urinary vesicle-bound podocalyxin were moderately correlated with each other and with urinary albumin and alpha1-microglobulin, but not with eGFR. Vesicular albumin concentrations were influenced by sex, whereas age showed an effect on podocalyxin. After adjusting for age and sex, higher vesicular albumin was associated with higher urinary albumin and lower eGFR. Higher vesicular podocalyxin concentrations were associated with higher urinary albumin but not with eGFR. Both markers showed identical associations with urinary alpha1-microglobulin. In longitudinal analyses, baseline vesicular albumin showed association with incident CKD based on eGFR. This association was no longer present after adjustment for baseline eGFR. In contrast, higher baseline podocalyxin concentrations were predictive for decreased risk of incident albuminuria after adjustment for baseline free urinary albumin. Baseline-adjusted change in urinary vesicle albumin and urinary vesicle-bound podocalyxin were both associated with incident albuminuria, independent of free urinary albumin and other kidney biomarkers. Here, increase in follow-up versus baseline values were associated with higher risk for incident albuminuria, with higher effect sizes for vesicular albumin. This study indicates that higher vesicular podocalyxin at baseline might be a potential predictor for lower risk for albuminuria over three years in an old-aged cohort. In contrast, longitudinal increase in urinary vesicle biomarkers, especially vesicular albumin, might be diagnostic markers for incident albuminuria in the elderly.