Background: RP, EBRT, and PI for the treatment of clinically localized prostate cancer may negatively impact urinary continence. Predictions of treatment-related urinary problems from patient-reported, prospective data may be useful in treatment decision-making. Methods: Patient-reported data on treatment-related urinary incontinence was obtained from four prospective, longitudinal, health-related quality-of-life (HRQOL) protocols comprising 2,668 patients treated between 1999 and 2011 by RP (n = 1,294), EBRT (n = 630), and PI (n = 744). A single HRQOL instrument was not uniformly used for each study, although questions pertaining to the quantity (pad use) and frequency of urinary incontinence (“never” to “more than once per day”) were identical among the studies. Patient responses were obtained at baseline and at two years after treatment. The endpoint of the model was urinary continence defined as no pad use and leakage of urine less than once per day. Cox proportional hazards regression analysis was used to model the clinical information and follow-up data. Internal validation was performed using bootstrapping. Results: Overall, 1,937 (92%) of patients with complete data available were considered to be continent at baseline. Significant differences in baseline characteristics such as patient age, ethnicity, and disease severity existed between the treatment groups. The overall continence rate at two years was 66%, 88%, and 87% for patients treated by RP, EBRT, and PI, respectively (p < 0.001). In multivariable analysis, age (p = 0.001), baseline frequency of incontinence (p < 0.001), EBRT (p < 0.001), PI (p < 0.001), and ethnicity (p < 0.001) were associated with urinary continence. A nomogram based on the predictive parameters had a concordance index of 0.74 and predictions were well-calibrated with observed outcome. Conclusions: An externally-validated nomogram that predicts two-year urinary continence after treatment for localized prostate cancer has been developed and will be useful for patient counseling regarding treatment options.