Sweat analysis offers non-invasive real-time on-body measurement for wearable sensors. However, there are still gaps in current developed sweat-sensing devices (SSDs) regarding the concerns of mixing fresh and old sweat and real-time measurement, which are the requirements to ensure accurate the measurement of wearable devices. This review paper discusses these limitations by aiding model designs, features, performance, and the device operation for exploring the SSDs used in different sweat collection tools, focusing on continuous and non-continuous flow sweat analysis. In addition, the paper also comprehensively presents various sweat biomarkers that have been explored by earlier works in order to broaden the use of non-invasive sweat samples in healthcare and related applications. This work also discusses the target analyte’s response mechanism for different sweat compositions, categories of sweat collection devices, and recent advances in SSDs regarding optimal design, functionality, and performance.