Human sweat contains vast physiological information, which has been a promising resource for on‐body and real‐time health monitoring. Wearable sweat sensors have recently attracted an ever‐increasing interest due to their promising capabilities for continuously tracking changes in health status. However, the commercialization of sweat sensors is seriously hindered by drawbacks of materials including high manufacturing and consumables costs, complex integration technology, as well as limited electrochemical signal transduction. In this review, sweat sensing principles are elaborately interpreted, and the latest advances in functional materials for biomarkers sensing in sweat are systematically summarized. Subsequently, the complex structure–activity relationships between various functional materials and sensing capabilities are further elucidated by coupling chemical structures, geometrics, electrochemical properties, and approaches for materials manufacturing. Furthermore, the integration of each component into sensing device for sweat detection and analysis is also discussed. Finally, challenges and opportunities for wearable sweat sensors are delineated in the development of future personalized and predictive healthcare.