Before you come across a boss in the game, you will have to go to the final labyrinth floor to face it. Demonstrated by the encounter of the First Boss in the DEMO and when God's Gift went into the Lust Labyrinth.
Just before you face your opponent, you will be noted by 'There is a powerful prescence on the next floor. Proceed?' which will inficate if there's a boss fight. Sometimes though in labyrinths through the early stages of the game, you will find lesser bosses and find that you will have to continue to proceed into the labyrinth before actually facing the boss of the Labyrinth.