Dear Wei, 

There seem to be such databases:

Article Proteomic biomarkers for ovarian cancer risk in women with p...

Article MULTIFACTORIAL DISEASE BIOMARKER DATABASE

Article Urinary Protein Biomarker Database: A Useful Tool for Biomar...

That is a very broad question, you may be referring to diagnostic, prognostic or predictive biomarkers. 

You may want to try Cancer Genome Atlas

http://cancergenome.nih.gov/

You can always do a search on a particular disease

 Thanks a lot!  I design a algorithm to predict biomarkers and needs to test the efficiency of the algorithm? 

This may help you -  Clinically validated biomarkers searchable by target, biomarker and disease 

https://biomarkerbase.com

Dear Tracy, thanks a lot!

Dear all, 

Kindly have a look of gobiomdb.com - World's largest Online Biomarker tool. It solves all your queries and helps in your research 

 http://www.gobiomdb.com/