Atomic Layer Deposition (ALD) has been utilized extensively in thin film fabrication for the manufacturing of electronic devices such as transistors, capacitors, metal connectors and dielectric separations. In the last few decades, ALD has been utilized for the fabrication of a diverse range of sensor devices as well, from temperature detection to the sensing of chemical species and biological molecules, including detection in both the gas phase and the aqueous phase. This review introduces a basic understanding of this versatile deposition technique, followed by a discussion of process optimization to obtain desirable film properties. Different applications in sensor device fabrication are presented in this review, using key examples to illustrate the variety of uses in the field. The review concludes by describing potential applications and novel research avenues for sensor fabrication using ALD and its variants.