Blood glucose monitoring is a valuable tool for managing diabetes. In recent years, with the increase of diabetics in the world, continuous glucose monitoring (CGM) of blood sugar changes has attracted more and more researchers' attention. Among the current technologies for measuring glucose, optical and electrochemical glucose sensors are the mainstream. Here, we introduce the history of optical, electrochemical, and other sensors such as field effect transistor sensors and their advantages and disadvantages, respectively. This review summarizes the research progress and main challenges of continuous glucose monitoring technology. We found that different optical techniques have different limitations which restricts the development of optical CGM. In contrast, electrochemical glucose sensors are more feasible and reliable in implementing CGM. Therefore, this review focuses on the development and shortcomings of electrochemical sensors, especially the promising direct electron transfer and the current commercial CGM. Hopefully, it will help readers sort out the future of CGM's development.