Adipose tissue innervation is critical for regulating metabolic and energy homeostasis. While the sympathetic efferent innervation of fat is well characterized, the role of sensory or afferent innervation remains less explored. This article reviews previous work on adipose innervation and recent advances in the study of sensory innervation of adipose tissues. We discuss key open questions, including the physiological implications of adipose afferents in homeostasis as well as potential cross talk with sympathetic neurons, the immune system, and hormonal pathways. We also outline the general technical challenges of studying dorsal root ganglia innervating fat, along with emerging technologies that may overcome these barriers. Finally, we highlight areas for further research to deepen our understanding of the afferent function of adipose innervation.