The flexible physical sensors have the advantage of good flexibility and ductility and can be freely bent or even folded. The development of flexibility from rigidity has significantly increased the application situations for sensors, especially in intelligent robots, tactile platforms, wearable medical sensors, bionic devices, and other fields. The research of membrane-based flexible physical sensors relies on the development of advanced materials and technologies, which have been derived from a wide range of applications. Various technical methods and principles have gradually matured according to the different applications and materials used. This review begins with a discussion of membrane substrates and functional materials, summarizing the development of flexible physical sensors. According to the technical sensing principles, this review focuses on research progress on physical sensing platforms. Finally, the challenges and opportunities for the design of emerging membrane-based flexible physical sensors in the coming years are presented.