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Optical microfibre photonic components offer a variety of enabling properties, including large evanescent fields, flexibility, configurability, high confinement, robustness and compactness. These unique features have been exploited in a range of applications such as telecommunication, sensing, optical manipulation and high Q resonators. Optical microfibre biosensors, as a class of fibre optic biosensors which rely on small geometries to expose the evanescent field to interact with samples, have been widely investigated. Due to their unique properties, such as fast response, functionalization, strong confinement, configurability, flexibility, compact size, low cost, robustness, ease of miniaturization, large evanescent field and label-free operation, optical microfibres based biosensors seem a promising alternative to traditional immunological methods for biomolecule measurements. Unlabeled DNA and protein targets can be detected by monitoring the changes of various optical transduction mechanisms, such as refractive index, absorption and surface plasmon resonance, since a target molecule is capable of binding to an immobilized optical microfibre. In this review, we critically summarize accomplishments of past optical microfibre label-free biosensors, identify areas for future research and provide a detailed account of the studies conducted to date for biomolecules detection using optical microfibres.