Air quality has a huge impact on different aspects of life quality, and for this reason, air quality monitoring is required by national and international regulations. Technical and procedural limitations of traditional fixed-site stations for monitoring or sampling of air pollutants are also well-known. Recently, a different type of miniaturized monitors has been developed. These monitors, due to their characteristics (e.g., low cost, small size, high portability) are becoming increasingly important for individual exposure assessment, especially since this kind of instrument can provide measurements at high spatial and temporal resolution, which is a notable advantage when approaching assessment of exposure to environmental contaminants. The aim of this study is indeed to provide information regarding current knowledge regarding the use of miniaturized air pollutant sensors. A systematic review was performed to identify original articles: a literature search was carried out using an appropriate query for the search of papers across three different databases, and the papers were selected using inclusion/exclusion criteria. The reviewed articles showed that miniaturized sensors are particularly versatile and could be applied in studies with different experimental designs, helping to provide a significant enhancement to exposure assessment, even though studies regarding their performance are still sparse.