Sensors, ranging from in vivo through to single-use systems, employ protective membranes or hydrogels to enhance sample collection or serve as filters, to immobilize or entrap probes or receptors, or to stabilize and enhance a sensor's lifetime. Furthermore, many applications demand specific requirements such as biocompatibility and non-fouling properties for in vivo applications, or fast and inexpensive mass production capabilities for single-use sensors. We critically evaluated how membrane materials and their deposition methods impact optical and electrochemical systems with special focus on analytical figures of merit and potential toward large-scale production. With some chosen examples, we highlight the fact that often a sensor's performance relies heavily on the deposition method, even though other methods or materials could in fact improve the sensor. Over the course of the last 5 years, most sensing applications within healthcare diagnostics included glucose, lactate, uric acid, O-2, H+ ions, and many specific metabolites and markers. In the case of food safety and environmental monitoring, the choice of analytes was much more comprehensive regarding a variety of natural and synthetic toxicants like bacteria, pesticides, or pollutants and other relevant substances. We conclude that more attention must be paid toward deposition techniques as these may in the end become a major hurdle in a sensor's likelihood of moving from an academic lab into a real-world product.