Wearable sensing systems, as a spearhead of artificial intelligence, are playing increasingly important roles in many fields especially health monitoring. In order to achieve a better wearable experience, rationally integrating the two key components of sensing systems, that is, power supplies and sensors, has become a desperate requirement. However, limited by device designs and fabrication technologies, the current integrated sensing systems still face many great challenges, such as safety, miniaturization, mechanical stability, energy‐efficiency, sustainability, and comfortability. In this review, the key challenges and opportunities in the current development of integrated wearable sensing systems are summarized. By summarizing the typical configurations of diverse wearable power supplies, and recent advances concerning the integrated sensing systems driven by such power supplies, the representative integrated designs, and micro/nanofabrication technologies are highlighted. Lastly, some new directions and potential solutions aiming at the device‐level integration designs are outlooked.