Micro-nanofiber Bragg grating (MNFBG) is highly sensitive and reliable to the changes of refractive index and concentration of the surrounding media due to its strong evanescent field propagation and wavelength-selective optical properties. The fabrication methods of MNFBG are illustrated, and the sensing principle of refractive index and concentration is analyzed. In addition, a research progress of refractive index and concentration sensors based on MNFBG is reviewed. Moreover, the methods for improving the sensing sensitivity of refractive index and concentration based on MNFBG are summarized, the existing problems in the current research are analyzed, and the development direction of refractive index and concentration sensors based on MNFBG is prospected.