Self-organized nano- and microscale polymer compartments such as polymersomes, giant unilamellar vesicles (GUVs), polyion complex vesicles (PICsomes) and layer-by-layer (LbL) capsules have increasing potential in many sensing applications. Besides modifying the physicochemical properties of the corresponding polymer building blocks, the versatility of these compartments can be markedly expanded by biomolecules that endow the nanomaterials with specific molecular and cellular functions. In this review, we focus on polymer-based compartments that preserve their structure, and highlight the key role they play in the field of medical diagnostics: first, the self-assembling abilities that result in preferred architectures are presented for a broad range of polymers. In the following, we describe different strategies for sensing disease-related signals (pH-change, reductive conditions, and presence of ions or biomolecules) by polymer compartments that exhibit stimuli-responsiveness. In particular, we distinguish between the stimulus-sensitivity contributed by the polymer itself or by additional compounds embedded in the compartments in different sensing systems. We then address necessary properties of sensing polymeric compartments, such as the enhancement of their stability and biocompatibility, or the targeting ability, that open up new perspectives for diagnostic applications.