Sweat contains a broad range of important biomarkers, which may be beneficial for acquiring non-invasive biochemical information on human health status. Therefore, highly selective and sensitive electrochemical nanosensors for the non-invasive detection of sweat metabolites have turned into a flourishing contender in the frontier of disease diagnosis. A large surface area, excellent electrocatalytic behavior and conductive properties make nanomaterials promising sensor materials for target-specific detection. Carbon-based nanomaterials (e.g., CNT, carbon quantum dots, and graphene), noble metals (e.g., Au and Pt), and metal oxide nanomaterials (e.g., ZnO, MnO2, and NiO) are widely used for modifying the working electrodes of electrochemical sensors, which may then be further functionalized with requisite enzymes for targeted detection. In the present review, recent developments (2018–2022) of electrochemical nanosensors by both enzymatic as well as non-enzymatic sensors for the effectual detection of sweat metabolites (e.g., glucose, ascorbic acid, lactate, urea/uric acid, ethanol and drug metabolites) have been comprehensively reviewed. Along with this, electrochemical sensing principles, including potentiometry, amperometry, CV, DPV, SWV and EIS have been briefly presented in the present review for a conceptual understanding of the sensing mechanisms. The detection thresholds (in the range of mM–nM), sensitivities, linear dynamic ranges and sensing modalities have also been properly addressed for a systematic understanding of the judicious design of more effective sensors. One step ahead, in the present review, current trends of flexible wearable electrochemical sensors in the form of eyeglasses, tattoos, gloves, patches, headbands, wrist bands, etc., have also been briefly summarized, which are beneficial for on-body in situ measurement of the targeted sweat metabolites. On-body monitoring of sweat metabolites via wireless data transmission has also been addressed. Finally, the gaps in the ongoing research endeavors, unmet challenges, outlooks and future prospects have also been discussed for the development of advanced non-invasive self-health-care-monitoring devices in the near future.