In recent years, with the rise of global diabetes, a growing number of subjects are suffering from pain and infections caused by the invasive nature of mainstream commercial glucose meters. Non-invasive blood glucose monitoring technology has become an international research topic and a new method which could bring relief to a vast number of patients. This paper reviews the research progress and major challenges of non-invasive blood glucose detection technology in recent years, and divides it into three categories: optics, microwave and electrochemistry, based on the detection principle. The technology covers medical, materials, optics, electromagnetic wave, chemistry, biology, computational science and other related fields. The advantages and limitations of non-invasive and invasive technologies as well as electrochemistry and optics in non-invasives are compared horizontally in this paper. In addition, the current research achievements and limitations of non-invasive electrochemical glucose sensing systems in continuous monitoring, point-of-care and clinical settings are highlighted, so as to discuss the development tendency in future research. With the rapid development of wearable technology and transdermal biosensors, non-invasive blood glucose monitoring will become more efficient, affordable, robust, and more competitive on the market.