Micro- and nano-sensors lie at the heart of critical innovation in fields ranging from medical to environmental sciences. In recent years, there has been a significant improvement in sensor design along with the advances in micro- and nano-fabrication technology and the use of newly designed materials, leading to the development of high-performance gas sensors. Advanced micro- and nano-fabrication technology enables miniaturization of these sensors into micro-sized gas sensor arrays while maintaining the sensing performance. These capabilities facilitate the development of miniaturized integrated gas sensor arrays that enhance both sensor sensitivity and selectivity towards various analytes. In the past, several micro- and nano-gas sensors have been proposed and investigated where each type of sensor exhibits various advantages and limitations in sensing resolution, operating power, response, and recovery time. This paper presents an overview of the recent progress made in a wide range of gas-sensing technology. The sensing functionalizing materials, the advanced micro-machining fabrication methods, as well as their constraints on the sensor design, are discussed. The sensors’ working mechanisms and their structures and configurations are reviewed. Finally, the future development outlook and the potential applications made feasible by each category of the sensors are discussed.