Diabetes Mellitus incidence and its negative outcomes have dramatically increased worldwide and are expected to further increase in the future due to a combination of environmental and social factors. Several methods of measuring glucose concentration in various body compartments have been described in the literature over the years. Continuous advances in technology open the road to novel measuring methods and innovative measurement sites. The aim of this comprehensive review is to report all the methods and products for non-invasive glucose measurement described in the literature over the past five years that have been tested on both human subjects/samples and tissue models. A literature review was performed in the MDPI database, with 243 articles reviewed and 124 included in a narrative summary. Different comparisons of techniques focused on the mechanism of action, measurement site, and machine learning application, outlining the main advantages and disadvantages described/expected so far. This review represents a comprehensive guide for clinicians and industrial designers to sum the most recent results in non-invasive glucose sensing techniques' research and production to aid the progress in this promising field.