The propagation of intense femtosecond laser pulses in atmospheric air can lead to a channel with high laser intensity, high plasma density, and capability for remote generation and control, namely filament. When the filaments interact with the materials, high laser intensity can excite the materials and induce the finger-print fluorescence of the materials. Supercontinuum can also be generated during filamentation which can cover the entire atmospheric optical transmission windows. The supercontinuum provides an idea source for sensing multiple atmospheric components through differential optical absorption spectroscopy. Intense femtosecond laser filamentation provides a new approach for atmospheric sensing of multiple phases and multiple components. In this paper, we focus on the new atmospheric sensing techniques based on intense femtosecond lasers, namely, remote femtosecond laser filament induced breakdown spectroscopy and filament induced supercontinuum Lidar. The working principles, the methods for spectral measurement and analysis as well as the recent research progress are briefly reviewed. Finally, the scientific and technique problems and future development of intense femtosecond laser remote atmospheric sensing are discussed.