Among the most promising areas of research, cellulose-based electrochemical sensors stand out for their intrinsic properties such as abundance, biocompatibility, and versatility. This review is concerned with the integration and application of cellulose-derived materials in electrochemical sensors, pointing out improvements in sensitivity, selectivity, stability, and functionality for a wide variety of applications. The most relevant developments on cellulose-based sensors have been concentrated on nanocellulose composite synthesis, advanced cellulose modification, and the successful embedding in wearable technologies, medical diagnostics, and environmental monitoring. Considering these, it is worth mentioning that significant challenges still need to be overcome regarding the scalability of production, selectivity improvement, and long-term stability under real operational conditions. Future research efforts will concern the union of cellulose-based sensors with the Internet of Things (IoT) and artificial intelligence (AI) toward wiser and more sustainable health and environmental solutions. Correspondingly, this work puts cellulose in the front line among the most perspective materials for enabling the development of eco-friendly and high-performance sensing technologies.