Capacitive sensors have advanced rapidly to create new applications including wearable sensors for human health monitoring, integrated sensors for intelligent surgical devices, tactile interfaces for robots. Compared to other types of pressure or strain sensors, capacitive sensors require low power consumption and offer excellent linearity and fast response time. Herein, this review concentrates on the recent advancements and developments of high‐performance capacitive sensors with new materials and microstructures, which significantly enhance their sensitivity, accuracy, linearity, and response time. This work also provides a review of recent applications, from which current challenges and future opportunities are proposed and discussed.