Femtosecond lasers have revolutionized the processing of materials, since their ultrashort pulse width and extremely high peak intensity allows high-quality micro- and nanofabrication of three-dimensional (3D) structures. This unique capability opens up a new route for fabrication of microfluidic sensors for biochemical applications. The present paper presents a comprehensive review of recent advancements in femtosecond laser processing of glass for a variety of microfluidic sensor applications. These include 3D integration of micro-/nanofluidic, optofluidic, electrofluidic, surface-enhanced Raman-scattering devices, in addition to fabrication of devices for microfluidic bioassays and lab-on-fiber sensors. This paper describes the unique characteristics of femtosecond laser processing and the basic concepts involved in femtosecond laser direct writing. Advanced spatiotemporal beam shaping methods are also discussed. Typical examples of microfluidic sensors fabricated using femtosecond lasers are then highlighted, and their applications in chemical and biological sensing are described. Finally, a summary of the technology is given and the outlook for further developments in this field is considered.