This Perspective offers a concise overview of the current state-of-the-art of neural sensors for brain-machine interfaces, with particular attention towards brain-controlled robotics. We first describe current approaches, decoding models and associated choice of common paradigms, and their relation to the position and requirements of the neural sensors. While implanted intracortical sensors offer unparalleled spatial, temporal and frequency resolution, the risks related to surgery and post-surgery complications pose a significant barrier to deployment beyond severely disabled individuals. For less critical and larger scale applications, we emphasize the need to further develop dry scalp electroencephalography (EEG) sensors as non-invasive probes with high sensitivity, accuracy, comfort and robustness for prolonged and repeated use. In particular, as many of the employed paradigms require placing EEG sensors in hairy areas of the scalp, ensuring the aforementioned requirements becomes particularly challenging. Nevertheless, neural sensing technologies in this area are accelerating, also thanks to the advancement of miniaturised technologies and the engineering of novel biocompatible nanomaterials. The development of novel multifunctional nanomaterials is also expected to enable the integration of redundancy by probing the same type of information through different mechanisms for increased accuracy, as well as the integration of complementary and synergetic functions that could range from the monitoring of physiological states to incorporating optical imaging.