In terms of hydrogen sensing and detection, optical fiber hydrogen sensors have been a research issue due to their intrinsic safety and good anti-electromagnetic interference. Among these sensors, hydrogen sensors consisting of fiber grating coated with sensitive materials have attracted intensive research interests due to their good reliability and distributed measurements. This review paper mainly focuses on optical fiber hydrogen sensors associated with fiber gratings and various materials. Their configurations and sensing performances proposed by different groups worldwide are reviewed, compared and discussed in this paper. Meanwhile, the challenges for fiber grating hydrogen sensors are also addressed.