Worldwide, the number of people affected by diabetes is rapidly increasing due to aging populations and sedentary lifestyles, with the prospect of exceeding 500 million cases in 2030, resulting in one of the most challenging socio-health emergencies of the third millennium. Daily management of diabetes by patients relies on the capability of correctly measuring glucose concentration levels in the blood by using suitable sensors. In recent years, glucose monitoring has been revolutionized by the development of Continuous Glucose Monitoring (CGM) sensors, wearable non/minimally-invasive devices that measure glucose concentration by exploiting different physical principles, e.g., glucose-oxidase, fluorescence, or skin dielectric properties, and provide real-time measurements every 1-5 min. CGM opened new challenges in different disciplines, e.g., medicine, physics, electronics, chemistry, ergonomics, data/signal processing, and software development to mention but a few. This paper first makes an overview of wearable CGM sensor technologies, covering both commercial devices and research prototypes. Then, the role of CGM in the actual evolution of decision support systems for diabetes therapy is discussed. Finally, the paper presents new possible horizons for wearable CGM sensor applications and perspectives in terms of big data analytics for personalized and proactive medicine.