For a long time, newborns, and especially premature newborns, were thought to “feel nothing”. Nowadays, there is clear evidence that they are aware of their environment and that numerous sensory stimulations can positively or negatively impact them. The aim of the present communication is to 1) review the current knowledge on the fetuses and newborns' perceptual world from the first weeks post-conception to the first days after birth. Indeed, newborns are able to perceive subtle information through different sensory modalities (tactile, visual, olfactory, gustatory and auditory), but also to associate these different types of information providing them with a multimodal knowledge of their environment. 2) to highlight and explain the remaining issues and divergences existing in the literature. Thus, we identify a series of internal (sex, age) and external (environmental, including care practices) factors as well as methodological aspects that could explain discrepancies or even lead to controversies. Finally, we propose lines of research and highlight the interest of ethological approaches for improving our knowledge of the newborns' perceptual world. Examples of animal studies illustrate the interest of taking into account aspects that may have been overlooked such as for example the importance of sensory laterality and the impact of inappropriate postpartum stimulations on long-term social and emotional development. Finally, examples of the use of our ethological approaches to study premature and at term newborn sensory perception will be given.