Surface plasmon resonance (SPR) sensors are a prominent means to detect biological and chemical analytes and to investigate biomolecular interactions in various fields. However, the performance of SPR sensors is ultimately limited by ohmic loss, which substantially weakens the resonance signal and broadens the response linewidth. Recent studies have shown that ohmic loss can be fully compensated in plasmonic nanolasers, which leads to a novel class of lasing-enhanced surface plasmon resonance (LESPR) sensors with improved sensing performance. In this paper, we detail the underlying physical mechanisms of LESPR sensors and present their implementation in various sensing devices. We review recent progress on their applications, particularly for refractive index sensing, gas detection and biological imaging, labeling, tracking, and diagnosis. We then summarize the review and highlight remaining challenges of LESPR sensing technology.