Quantum cascade lasers (QCLs) are high-power sources of coherent radiation in the midinfrared and terahertz (THz) bands. Laser feedback interferometry (LFI) is one of the simplest coherent techniques, for which the emission source can also play the role of a highly-sensitive detector. The combination of QCLs and LFI is particularly attractive for sensing applications, notably in the THz band where it provides a high-speed high-sensitivity detection mechanism which inherently suppresses unwanted background radiation. LFI with QCLs has been demonstrated for a wide range of applications, including the measurement of internal laser characteristics, trace gas detection, materials analysis, biomedical imaging, and near-field imaging. This article provides an overview of QCLs and the LFI technique, and reviews the state of the art in LFI with sensing using QCLs.