Abstract In this article, the existence of Ulrich bundles on projective bundles $${{\mathbb {P}}}({{\mathcal {E}}}) \rightarrow X$$ P ( E ) → X is discussed. In the case, that the base variety X is a curve or surface, a close relationship between Ulrich bundles on X and those on $${{\mathbb {P}}}({{\mathcal {E}}})$$ P ( E ) is established for specific polarisations. This yields the existence of Ulrich bundles on a wide range of projective bundles over curves and some surfaces.