In order to fully understand the research status of cascaded double fiber Bragg grating(CFG) sensor, from the measurement of temperature, strain and refractive index sensor application, the cascaded double Fiber Bragg grating(FBG), cascaded double long period fiber grating(LPG) and cascaded LPG+FBG three CFG sensors are introduced and compared in detail. Summarized the technical advantages and difficulties of CFG sensor at the present stage, finally, the development of CFG sensor technology is prospected.