Historically, newborns, and especially premature newborns, were thought to “feel nothing”. However, over the past decades, a growing body of evidence has shown that newborns are aware of their environment, but the extent and the onset of some sensory capacities remain largely unknown. The goal of this review is to update our current knowledge concerning newborns’ perceptual world and how ready they are to cope with an entirely different sensory environment following birth. We aim to establish not only how and when each sensory ability arises during the pre/post birth period but also discuss how senses are studied. We conclude that although many studies converge to show that newborns are clearly sentient beings, much is still unknown. Further, we identify a series of internal and external factors that could explain discrepancies between studies and we propose perspectives for future studies. Finally, through examples from animal studies, we illustrate the importance of this detailed knowledge to pursue the enhancement of newborns’ daily living conditions. Indeed, this is a prerequisite for assessing the effects of the physical environment and routine procedures on newborns' welfare.