Robots play a significantly important role in the area of industry manufacture. In recent years, with the development of intelligence robots, collaborative robots and human-robot interactive robots, proximity sensors applied on robots become increasingly important and popular, since proximity sensors can assure safety during collaboration process between human and robots and help to complete difficult tasks such as objects grasping, objects handover, etc. This article gives the lasted development of proximity sensors and provides an introduction on proximity sensors which are used on robots by their categories. then some concrete applications of the proximity sensors on robots are introduced, such as collision prevention, objects grasping and handover, landing process control of robot legs and so on. In addition, this article also provides some possible future development directions of proximity sensors, such as mixture usage of different proximity sensors, more application scenarios, improvement of data processing method, etc., which can help future researchers to find research directions quickly.