Flexible fiber sensors, with their excellent wearability and biocompatibility, are essential components of flexible electronics. However, traditional methods face challenges in fabricating low-cost, large-scale fiber sensors. In recent years, the thermal drawing process has rapidly advanced, offering a novel approach to flexible fiber sensors. Through the preform-to-fiber manufacturing technique, a variety of fiber sensors with complex functionalities spanning from the nanoscale to kilometer scale can be automated in a short time. Examples include temperature, acoustic, mechanical, chemical, biological, optoelectronic, and multifunctional sensors, which operate on diverse sensing principles such as resistance, capacitance, piezoelectricity, triboelectricity, photoelectricity, and thermoelectricity. This review outlines the principles of the thermal drawing process and provides a detailed overview of the latest advancements in various thermally drawn fiber sensors. Finally, the future developments of thermally drawn fiber sensors are discussed.