Fuel cells (FCs) have been in development for more than 50 years; whereas the application of weak output of some FCs in detection of biochemical species as self-powered electrochemical sensors (SPESs) has attracted considerable attention in past decade. Different from conventional electrochemical sensors, FC-based SPESs do not need external power supplies and complex devices, but use the electrical output as sensing signal provided by redox reactions in FCs. As a result, SPESs provide a feasible approach to the construction of miniaturized, implantable or portable devices. Different types of FCs including enzymatic biofuel cell (EBFC), microbial fuel cell (MFC) and photocatalytic fuel cell (PFC) can change their outputs with the concentration of analyte to realize the sensitive detection by using the extremely strong catalytic properties of enzymes, microorganisms and semiconducting materials, respectively. So far, SPESs have achieved some gratifying progresses through the continuous exploration of researchers. In this review, we summarize the research advances in SPESs based on three types of FCs for detection of different biochemical species, including nucleic acids, proteins, H2O2, heavy metal ions, glucose, lactate and so on. Moreover, the problems of different FCs faced for various targets and some possible solutions are proposed. Finally, we discuss the future development directions, challenges and opportunities of SPESs.