Optical sensors are a class of devices that enable the identification and/or quantification of analyte molecules across multiple fields and disciplines such as environmental protection, medical diagnosis, security, food technology, biotechnology, and animal welfare. Nanoporous photonic crystal (PC) structures provide excellent platforms to develop such systems for a plethora of applications since these engineered materials enable precise and versatile control of light–matter interactions at the nanoscale. Nanoporous PCs provide both high sensitivity to monitor in real-time molecular binding events and a nanoporous matrix for selective immobilization of molecules of interest over increased surface areas. Nanoporous anodic alumina (NAA), a nanomaterial long envisaged as a PC, is an outstanding platform material to develop optical sensing systems in combination with multiple photonic technologies. Nanoporous anodic alumina photonic crystals (NAA-PCs) provide a versatile nanoporous structure that can be engineered in a multidimensional fashion to create unique PC sensing platforms such as Fabry–Pérot interferometers, distributed Bragg reflectors, gradient-index filters, optical microcavities, and others. The effective medium of NAA-PCs undergoes changes upon interactions with analyte molecules. These changes modify the NAA-PCs’ spectral fingerprints, which can be readily quantified to develop different sensing systems. This review introduces the fundamental development of NAA-PCs, compiling the most significant advances in the use of these optical materials for chemo- and biosensing applications, with a final prospective outlook about this exciting and dynamic field.