Development of next-generation sensor devices is gaining tremendous attention in both academia and industry because of their broad applications in manufacturing processes, food and environment control, medicine, disease diagnostics, security and defense, aerospace, and so forth. Current challenges include the development of low-cost, ultrahigh, and user-friendly sensors, which have high selectivity, fast response and recovery times, and small dimensions. The critical demands of these new sensors are typically associated with advanced nanoscale sensing materials. Among them, graphene and its derivatives have demonstrated the ideal properties to overcome these challenges and have merged as one of the most popular sensing platforms for diverse applications. A broad range of graphene assemblies with different architectures, morphologies, and scales (from nano-, micro-, to macrosize) have been explored in recent years for designing new high-performing sensing devices. Herein, this study presents and discusses recent advances in synthesis strategies of assembled graphene-based superstructures of 1D, 2D, and 3D macroscopic shapes in the forms of fibers, thin films, and foams/aerogels. The fabricated state-of-the-art applications of these materials in gas and vapor, biomedical, piezoresistive strain and pressure, heavy metal ion, and temperature sensors are also systematically reviewed and discussed, and their sensing performance is compared.