The notion that sensory feedback is fundamental in artificial limbs has permeated scientific literature in the last decade. However, sensory feedback has not been a priority for prosthetic users, and this is arguably the reason for which commercial systems do not yet provide sensory features. Research prosthetic systems with sensory feedback have shown promising results in controlled environments, but longitudinal studies in daily life are lacking. Sensory substitution has not been a popular solution and physiologically appropriate sensory feedback systems face fundamental challenges to be overcome, such as developing high resolution neural interfaces that allow for selective biomimetic stimulation of afferent fibers. Systems involving surgical reconstruction and non-invasive stimulation are likely to form the first wave of commercially available solutions, with tactile feedback being the most prominent modality. Long-term studies in daily life will be crucial to justify the costs of sensory prosthetic features.