Micromechanical cantilever sensors are attracting a lot of attention because of the need for characterizing, detecting, and monitoring chemical and physical properties, as well as compounds at the nanoscale. The fields of application of micro-cantilever sensors span from biological and point-of-care, to military or industrial sectors. The purpose of this work focuses on thermal and mechanical characterization, environmental monitoring, and chemical detection, in order to provide a technical review of the most recent technical advances and applications, as well as the future prospective of micro-cantilever sensor research.