Meaningful multilingual evaluation must test models in the target language and educational context. Urdu, spoken by more than 230 million people, lacks a broad MMLU-style benchmark built from native educational sources. We introduce UrduMMLU, a benchmark of 26,389 Urdu MCQs across 26 subjects and five domains, collected from native Urdu MCQ banks and public examination PDFs. Unlike translation-based benchmarks, UrduMMLU combines academic subjects with content specific to Urdu and regional education. We label the exam-derived portion through dual human annotation with strict consensus filtering. We evaluate 30 LLMs under English and Urdu prompts, yielding 60 zero-shot evaluations, and further evaluate four open-source LLMs under multiple few-shot settings across both prompt languages. Gemini-3.5-Flash performs best, reaching 90.23% and 90.45% accuracy, while no other model exceeds 85%. The strongest open-source model trails by 7.78 and 9.12 points, and many models lose 25 to 40 points on Urdu-centered Humanities subjects compared with STEM. Few-shot prompting yields only modest gains. Results on UrduMMLU show that current LLMs have uneven Urdu knowledge, particularly for content grounded in the regional context.