This review covers some kinds of novel fiber grating and their applications in sensing fields. According to the fiber structures, these novel fiber grating sensors are divided into five types: single mode fiber grating sensors, few-mode fiber grating sensors, multi-core fiber grating sensors, photonic crystal fiber grating sensors, and D-shaped fiber grating sensors. For each kind of fiber grating sensor, both long period fiber grating sensors and fiber Bragg grating sensors are introduced separately, along with their structures, sensing applications, corresponding sensing characteristics, and the advantages and disadvantages in sensing applications.