Explosive and its trace detection technology has become one of research hotspots in the field of current international anti-terrorism. All kinds of sensors, such as surface acoustic wave sensors and ion mobility spectrum sensors, used to detect explosives, can not meet the requirements of practical application in the detection indicators. The graphene based explosive sensors with detection limit by 10^-10 have the advantages of fast response and high sensitivity and have gradually become the focus of research. In this paper, the superiorities of graphene in the sensor application were briefly analyzed. The progresses of study about graphene based explosive sensors, including electrochemical, surface enhanced Raman scattering (SERS), fluorescence resonance energy transfer (FRET), and electrochemical luminescence (ECL) sensors were emphatically introduced in recent years. The technical characteristics of existing grapheme based explosive sensors were summarized. Considering that the surface modification and functionalization of graphene and graphene oxide (GO), development of graphene hybrid materials with excellent performance and improvement of the detection sensitivity are the direction of future research.