Methane, the primary component of natural gas, is a significant contributor to global warming and climate change. It is a harmful greenhouse gas with an impact 28 times greater than carbon dioxide over a 100-year period. Preventing methane leakage from transmission pipelines and other oil and gas production activities is a possible solution to reduce methane emissions. In order to detect and resolve methane leaks, reliable and cost-effective sensors need to be researched and developed. This paper provides a comprehensive review of different types of methane detection sensors, including optical sensors, calorimetric sensors, pyroelectric sensors, semiconducting oxide sensors, and electrochemical sensors. The discussed material includes the definitions, mechanisms and recent developments of these sensors. A comparison between different methods, highlighting the advantages and disadvantages of each, is also presented to help address future research needs.