Abstract: Due to their high quality factors and small mode volumes, whispering gallery mode (WGM) microcavities can strongly enhance light-matter interactions, making them an excellent platform for various sensing applications. In this paper we review the burgeoning field of microcavity sensing. We first present recent state-of-the-art results, and discuss microcavity sensing platforms and mechanisms. We then review a variety of WGM sensing applications, including the sensing of single nanoparticles, temperatures, magnetic fields, chemical gases, and strain/stress. Furthermore, we provide a brief summary and outlook on microcavity-based sensing devices and their potential applications.