Trace detection of explosives has been an ongoing challenge for decades and has become one of several critical problems in defense science; public safety; and global counter-terrorism. As a result, there is a growing interest in employing a wide variety of approaches to detect trace explosive residues. Spectroscopy-based techniques play an irreplaceable role for the detection of energetic substances due to the advantages of rapid, automatic, and non-contact. The present work provides a comprehensive review of the advances made over the past few years in the fields of the applications of terahertz (THz) spectroscopy; laser-induced breakdown spectroscopy (LIBS), Raman spectroscopy; and ion mobility spectrometry (IMS) for trace explosives detection. Furthermore, the advantages and limitations of various spectroscopy-based detection techniques are summarized. Finally, the future development for the detection of explosives is discussed.