The demonstration of the first enzyme-based electrode to detect glucose, published in 1967 by S. J. Updike and G. P. Hicks, kicked off huge efforts in building sensors where biomolecules are exploited as native or modified to achieve new or improved sensing performances. In this growing area, bionanotechnology has become prominent in demonstrating how nanomaterials can be tailored into responsive nanostructures using biomolecules and integrated into sensors to detect different analytes, e.g., biomarkers, antibiotics, toxins and organic compounds as well as whole cells and microorganisms with very high sensitivity. Accounting for the natural affinity between biomolecules and almost every type of nanomaterials and taking advantage of well-known crosslinking strategies to stabilize the resulting hybrid nanostructures, biosensors with broad applications and with unprecedented low detection limits have been realized. This review depicts a comprehensive collection of the most recent biochemical and biophysical strategies for building hybrid devices based on bioconjugated nanomaterials and their applications in label-free detection for diagnostics, food and environmental analysis.