In this review, a selection of works on the sensing of biomarkers related to diabetes mellitus (DM) and diabetic retinopathy (DR) are presented, with the scope of helping and encouraging researchers to design sensor-array machine-learning (ML)-supported devices for robust, fast, and cost-effective early detection of these devastating diseases. First, we highlight the social relevance of developing systematic screening programs for such diseases and how sensor-arrays and ML approaches could ease their early diagnosis. Then, we present diverse works related to the colorimetric and electrochemical sensing of biomarkers related to DM and DR with non-invasive sampling (e.g., urine, saliva, breath, tears, and sweat samples), with a special mention to some already-existing sensor arrays and ML approaches. We finally highlight the great potential of the latter approaches for the fast and reliable early diagnosis of DM and DR.