In recent years, sensing applications have played a very important role in various fields. As a novel natural material, cellulose-based membranes with many merits can be served as all kinds of sensors. This review summarizes the recent progress of cellulose membranes as sensors, mainly focusing on their preparation processes and sensing properties. In addition, the opportunities and challenges of cellulose membrane-based sensors are also prospected. This review provides some references for the design of cellulose membrane materials for sensing applications in the future.