Grating nanostructures play a crucial role for their application in plasmonic sensors. A comprehensive review on grating nanostructure based plasmonic sensor is presented in this article. The structural developments and sensing performance enhancements in last two decades are focused upon. Surface plasmon resonance (SPR) and localized SPR (LSPR) sensors have gained much popularity and are still flourishing due to advancements in nanofabrication technology. Refractive index change and field enhancement are the two phenomena that are responsible for qualitative and quantitative detection and analysis of a variety of samples. The future scenario and possibilities regarding the advancements in grating plasmonic sensors have also been discussed.