Optofluidic waveguides can integrate the functions and structures of fluid media and micro-optical information in the same physical space because of the fusion of the microfluidic/nanofluidics and the micro-optics. They have been the key devices for biochemical analysis and biosensors. This paper overviews the research status of the optofluidic waveguides and their applications to biochemical analysis and biosensors. It describes the basic principles to implement different fluid waveguides, such as total reflection principles, multi-layer interference effect and antiresonant reflecting mechanism, and gives a lots of waveguide forms according to the principles mentioned above. It focuses on the analysis of the characteristics of total fluid waveguides based on micro/nano fluidic layers, Bragg waveguides based on interference effect, hollow core photonic crystal waveguides, slit fluid waveguides and antiresonant reflecting waveguides. Finally, it points out that the latter two waveguides can be designed in flexibility and is characterized by higher sensibility , good reliability and easy to be fabricated, so that they are expected to widely used in biosensors and microfluidic/nanofluidic systems.