More insight into in-field mechanical power in cyclical sports is useful for coaches, sport scientists, and athletes for various reasons. To estimate in-field mechanical power, the use of wearable sensors can be a convenient solution. However, as many model options and approaches for mechanical power estimation using wearable sensors exist, and the optimal combination differs between sports and depends on the intended aim, determining the best setup for a given sport can be challenging. This review aims to provide an overview and discussion of the present methods to estimate in-field mechanical power in different cyclical sports. Overall, in-field mechanical power estimation can be complex, such that methods are often simplified to improve feasibility. For example, for some sports, power meters exist that use the main propulsive force for mechanical power estimation. Another non-invasive method usable for in-field mechanical power estimation is the use of inertial measurement units (IMUs). These wearable sensors can either be used as stand-alone approach or in combination with force sensors. However, every method has consequences for interpretation of power values. Based on the findings of this review, recommendations for mechanical power measurement and interpretation in kayaking, rowing, wheelchair propulsion, speed skating, and cross-country skiing are done.