Traditional techniques for cancer diagnosis, such as nuclear magnetic resonance, ultrasound and tissue analysis, require sophisticated devices and highly trained personnel, which are characterized by elevated operation costs. The use of biomarkers has emerged as an alternative for cancer diagnosis, prognosis and prediction because their measurement in tissues or fluids, such as blood, urine or saliva, is characterized by shorter processing times. However, the biomarkers used currently, and the techniques used for their measurement, including ELISA, western-blot, polymerase chain reaction (PCR) or immunohistochemistry, possess low sensitivity and specificity. Therefore, the search for new proteomic, genomic or immunological biomarkers and the development of new noninvasive, easier and cheaper techniques that meet the sensitivity and specificity criteria for the diagnosis, prognosis and prediction of this disease has become a relevant topic. The purpose of this review is to provide an overview about the search for new cancer biomarkers, including the strategies that must be followed to identify them, as well as presenting the latest advances in the development of biosensors that possess a high potential for cancer diagnosis, prognosis and prediction, mainly focusing on their relevance in lung, prostate and breast cancers.