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By providing blood glucose (BG) concentration measurements in an almost continuous-time fashion for several consecutive days, wearable minimally-invasive continuous glucose monitoring (CGM) sensors are revolutionizing diabetes management, and are becoming an increasingly adopted technology especially for diabetic individuals requiring insulin administrations. Indeed, by providing glucose real-time insights of BG dynamics and trend, and being equipped with visual and acoustic alarms for hypo- and hyperglycemia, CGM devices have been proved to improve safety and effectiveness of diabetes therapy, reduce hypoglycemia incidence and duration, and decrease glycemic variability. Furthermore, the real-time availability of BG values has been stimulating the realization of new tools to provide patients with decision support to improve insulin dosage tuning and infusion. The aim of this paper is to offer an overview of current literature and future possible developments regarding CGM technologies and applications. In particular, first, we outline the technological evolution of CGM devices through the last 20 years. Then, we discuss about the current use of CGM sensors from patients affected by diabetes, and, we report some works proving the beneficial impact provided by the adoption of CGM. Finally, we review some recent advanced applications for diabetes treatment based on CGM sensors.