Microfluidics has emerged as a robust technology for diverse applications, ranging from bio-medical diagnostics to chemical analysis. Among the different characterization techniques that can be used to analyze samples at the microfluidic scale, the coupling of photonic detection techniques and on-chip configurations is particularly advantageous due to its non-invasive nature, which permits sensitive, real-time, high throughput, and rapid analyses, taking advantage of the microfluidic special environments and reduced sample volumes. Putting a special emphasis on integrated detection schemes, this review article explores the most relevant advances in the on-chip implementation of UV-vis, near-infrared, terahertz, and X-ray-based techniques for different characterizations, ranging from punctual spectroscopic or scattering-based measurements to different types of mapping/imaging. The principles of the techniques and their interest are discussed through their application to different systems.