In recent years, with pressing needs such as diabetes management, the detection of glucose in various substrates has attracted unprecedented interest from researchers in academia and industry. As a relatively new glucose sensor, non-enzymatic target detection has the characteristics of high sensitivity, good stability and simple manufacturing process. However, it is urgent to explore novel materials with low cost, high stability and excellent performance to modify electrodes. Metal–organic frameworks (MOFs) and their composites have the advantages of large surface area, high porosity and high catalytic efficiency, which can be utilized as excellent materials for electrode modification of non-enzymatic electrochemical glucose sensors. However, MOFs and their composites still face various challenges and difficulties that limit their further commercialization. This review introduces the applications and the challenges of MOFs and their composites in non-enzymatic electrochemical glucose sensors. Finally, an outlook on the development of MOFs and their composites is also presented.