Rapid, real-time, and non-invasive identification of volatile organic compounds (VOCs) and gases is an increasingly relevant field, with applications in areas such as healthcare, agriculture, or industry. Ideal characteristics of VOC and gas sensing devices used for artificial olfaction include portability and affordability, low power consumption, fast response, high selectivity, and sensitivity. Microfluidics meets all these requirements and allows for in situ operation and small sample amounts, providing many advantages compared to conventional methods using sophisticated apparatus such as gas chromatography and mass spectrometry. This review covers the work accomplished so far regarding microfluidic devices for gas sensing and artificial olfaction. Systems utilizing electrical and optical transduction, as well as several system designs engineered throughout the years are summarized, and future perspectives in the field are discussed.