In general, volatile organic compounds (VOCs) have a high vapor pressure at room temperature (RT). It has been reported that all humans generate unique VOC profiles in their exhaled breath which can be utilized as biomarkers to diagnose disease conditions. The VOCs available in exhaled human breath are the products of metabolic activity in the body and, therefore, any changes in its control level can be utilized to diagnose specific diseases. More than 1000 VOCs have been identified in exhaled human breath along with the respiratory droplets which provide rich information on overall health conditions. This provides great potential as a biomarker for a disease that can be sampled non-invasively from exhaled breath with breath biopsy. However, it is still a great challenge to develop a quick responsive, highly selective, and sensitive VOC-sensing system. The VOC sensors are usually coated with various sensing materials to achieve target-specific detection and real-time monitoring of the VOC molecules in the exhaled breath. These VOC-sensing materials have been the subject of huge interest and extensive research has been done in developing various sensing tools based on electrochemical, chemoresistive, and optical methods. The target-sensitive material with excellent sensing performance and capturing of the VOC molecules can be achieved by optimizing the materials, methods, and its thickness. This review paper extensively provides a detailed literature survey on various non-biological VOC-sensing materials including metal oxides, polymers, composites, and other novel materials. Furthermore, this review provides the associated limitations of each material and a summary table comparing the performance of various sensing materials to give a better insight to the readers.