Electrochemical sensors present a wide range of interesting applications in the areas of environmental, industrial, and chemical analysis. This review presents an overview of two types of sensors: electrocatalytic ones, which involve oxidation and reduction reactions through electron transfer, and photoelectrocatalytic ones, which involve a current response due to the incidence of light and redox reactions. Another point discussed was how these sensors’ detection capacity and behavior can be affected by several factors related to the material used to make the electrode. In this way, inorganic, organic, and hybrid materials were compared in electrocatalytic and photoelectrocatalytic sensors. The use of inorganic materials is interesting due to the fact of their abundance, low cost, and good electroactivity. Among organics, conductive polymers and carbonaceous materials are often cited due to the fact of their conductivity and their different possibilities for synthesis, being possible to mold their shape. Finally, hybrid materials unite these two classes, presenting different properties not found in a single substance.