Background: Ovarian cancer has a low incidence, but high mortality due to a habitual diagnosis in advanced cancer stages. Currently, used biomarkers have good sensitivity, but low specificity. Aim: To determine the usefulness of the biomarkers and algorithms used up to now in the screening, diagnosis, response to treatments and identification of recurrence in patients with ovarian masses. Methodology: Systematic search of publications in English in the Medline-PubMed database with the terms: “biomarkers”, “tumour”, “tumour biomarkers”, “marker”, “tumour marker”, “ovarian cancer”, “ovarian”, “Neoplasms”, “cancer”, CA-125 Antigen; Human Epididymis-specific Protein E4; Risk of Malignancy Index (RMI); Risk of Ovarian Malignancy Algorithm (ROMA); Ovarian Neoplasms. Original articles, clinical trials, reviews, systematic reviews and meta-analyses, published between January 2000 and November 2020, were selected to determine the usefulness (among others) of CA 125 and HE4 antigen in ovarian cancer. Results: Finally, 39 transcendental publications were selected to write this article to determine the usefulness of tumour markers and algorithms in ovarian cancer. Conclusions: The usefulness of the tumour markers antigen CA125 and antigen HE4 individually or as a basis for decision-making algorithms has low specificity; however, there is little evidence that confirms their usefulness as markers in ovarian cancer screening.