Non-enzymatic sensing has been in the research limelight, and most sensors based on nanomaterials are designed to detect single analytes. The simultaneous detection of analytes that together exist in biological organisms necessitates the development of effective and efficient non-enzymatic electrodes in sensing. In this regard, the development of sensing elements for detecting glucose and hydrogen peroxide (H₂O₂) is significant. Non-enzymatic sensing is more economical and has a longer lifetime than enzymatic electrochemical sensing, but it has several drawbacks, such as high working potential, slow electrode kinetics, poisoning from intermediate species and weak sensing parameters. We comprehensively review the recent developments in non-enzymatic glucose and H₂O₂ (NEGH) sensing by focusing mainly on the sensing performance, electro catalytic mechanism, morphology and design of electrode materials. Various types of nanomaterials with metal/metal oxides and hybrid metallic nanocomposites are discussed. A comparison of glucose and H₂O₂ sensing parameters using the same electrode materials is outlined to predict the efficient sensing performance of advanced nanomaterials. Recent innovative approaches to improve the NEGH sensitivity, selectivity and stability in real-time applications are critically discussed, which have not been sufficiently addressed in the previous reviews. Finally, the challenges, future trends, and prospects associated with advanced nanomaterials for NEGH sensing are considered. We believe this article will help to understand the selection of advanced materials for dual/multi non-enzymatic sensing issues and will also be beneficial for researchers to make breakthrough progress in the area of non-enzymatic sensing of dual/multi biomolecules.