This paper comprehensively reviews the state of the art of Heating, Ventilation, and Air-Conditioning (HVAC) control sensing. The topic has broad impacts on society, by affecting energy consumption, Earth's climate, and the environmental health. Great effort was taken by researchers to study and test new technologies and methodologies for improving HVAC energy efficiency, but this large amount of works is often fragmentary, and a complete and recent review paper does not yet exist. This paper aims at filling this gap by clarifying the key points of HVAC sensing, the main technologies, and their pros and cons. The advancement in this sector is fueled by the premium performance of the embedded systems exploited as sensors and their beneficial features. The state of the art of the available solutions has been summarized with the purpose of fueling and better organizing the research effort on this hot topic. Particular attention has been paid to investigate not only the performance and reliability of the current systems but also the advanced features that can be provided by the newly evolved and complex technologies, e.g., the radar technology that has been identified as the emerging one in this field.