Condition monitoring of an operating apparatus is essential for lifespan assessment and maintenance planning in a power system. Electrical insulation is a critical aspect to be monitored, since it is susceptible to failure under high electrical stress. To avoid unexpected breakdowns, the level of partial discharge (PD) activity should be continuously monitored because PD occurrence can accelerate the aging process of insulation in high voltage equipment and result in catastrophic failure if the associated defects are not treated at an early stage. For on-site PD detection, the ultra-high frequency (UHF) method was employed in the field and showed its effectiveness as a detection technique. The main advantage of the UHF method is its immunity to external electromagnetic interference with a high signal-to-noise ratio, which is necessary for on-site monitoring. Considering the detection process, sensors play a critical role in capturing signals from PD sources and transmitting them onto the measurement system. In this paper, UHF sensors applied in PD detection were comprehensively reviewed. In particular, for power transformers, the effects of the physical structure on UHF signals and practical applications of UHF sensors including PD localization techniques were discussed. The aim of this review was to present state-of-the-art UHF sensors in PD detection and facilitate future improvements in the UHF method.