Sensory processing disorders (SPDs) can be described as difficulty detecting, modulating, interpreting, and/or responding to sensory experiences. Because SPDs occur in many individuals with autism spectrum disorder and in other populations with neurodevelopmental disorders, it is important to distinguish between typical and atypical functioning in sensory processes and to identify early phenotypic markers for developing SPDs. This review considers different methods for diagnosing SPDs to outline a multidisciplinary approach useful for developing valid diagnostic measures. In particular, the advantages and limitations of the most commonly used tools in assessment of SPDs, such as caregiver reports, clinical observation, and psychophysical and neuroimaging studies, will be reviewed. Innovative treatment methods such as neuromodulation techniques and virtual reality will also be suggested.