The ability to perceive and adapt to environmental changes is crucial for the survival of all organisms. Neural functional imaging, particularly in model organisms, such as <i>Caenorhabditis elegans</i>, provides valuable insights into how animals sense and process external cues through their nervous systems. Because of its fully mapped neural anatomy, transparent body, and genetic tractability, <i>C. elegans</i> serves as an ideal model for these studies. This review focuses on advanced methods for neural functional imaging in <i>C. elegans</i>, highlighting calcium imaging techniques, lab-on-a-chip technologies, and their applications in the study of various sensory modalities, including chemosensation, mechanosensation, thermosensation, photosensation, and magnetosensation. We discuss the benefits of these methods in terms of precision, reproducibility, and ability to study dynamic neural processes in real time, ultimately advancing our understanding of the fundamental principles of neural activity and connectivity.