Heavy metal pollution is one of the most serious environmental problems, and regulations are becoming stricter. Many efforts have been made to develop sensors for monitoring heavy metals in the environment. This review aims at presenting the different label-free strategies used to develop electrochemical sensors for the detection of heavy metals such as lead, cadmium, mercury, arsenic etc. The first part of this review will be dedicated to stripping voltammetry techniques, on unmodified electrodes (mercury, bismuth or noble metals in the bulk form), or electrodes modified at their surface by nanoparticles, nanostructures (CNT, graphene) or other innovative materials such as boron-doped diamond. The second part will be dedicated to chemically modified electrodes especially those with conducting polymers. The last part of this review will focus on bio-modified electrodes. Special attention will be paid to strategies using biomolecules (DNA, peptide or proteins), enzymes or whole cells.