Continuous glucose monitoring (CGM) systems play an increasingly vital role in the glycemic control of patients with diabetes mellitus. However, the immune responses triggered by the implantation of poorly biocompatible sensors have a significant impact on the accuracy and lifetime of CGM systems. In this review, research efforts over the past few years to mitigate the immune responses by enhancing the anti-biofouling ability of sensors are summarized. This review divided these works into active immune engaging strategy and passive immune escape strategy based on their respective mechanisms. In each strategy, the various biocompatible layers on the biosensor surface, such as drug-releasing membranes, hydrogels, hydrophilic membranes, anti-biofouling membranes based on zwitterionic polymers, and bio-mimicking membranes, are described in detail. This review, therefore, provides researchers working on implantable biosensors for CGM systems with vital information, which is likely to aid in the research and development of novel CGM systems with profound anti-biofouling properties.