Electrochemical biosensors provide powerful tools for dissecting the dynamically changing neurochemical signals in the living brain, which contribute to the insight into the physiological and pathological processes of the brain, due to their high spatial and temporal resolutions. Recent advances in the integration of in vivo electrochemical sensors with cross-disciplinary advances have reinvigorated the development of in vivo sensors with even better performance. In this Review, we summarize the recent advances in molecular design, electrode materials, and electrochemical devices for in vivo electrochemical sensors from molecular to macroscopic dimensions, highlighting the methods to obtain high performance for fulfilling the requirements for determination in the complex brain through flexible and smart design of molecules, materials, and devices. Also, we look forward to the development of next-generation in vivo electrochemical biosensors.