Abstract: Presently, there is an inadequate understanding of the aerodynamic conditions encountered during the entry, descent, and landing (EDL) phase on Mars, leading to significantly elevated mission risks. Implementing sensing instruments on the EDL system to measure flight data, reconstruct the Martian atmospheric environment, analyze entry aerodynamic thermal conditions, and conducting comprehensive ground validation are indispensable approaches for validating scientific design tools and mitigating the risks associated with future Mars EDL missions. These efforts play a key role in ensuring the success of such missions. Firstly, this study provides a comprehensive review of the development process of Mars exploration missions, emphasizing the crucial need for establishing thermal protection sensing systems. Subsequently, a systematic summary is presented regarding the composition of the EDL thermal protection sensing systems and the selection and layout of instruments that meet the mission requirements. Specifically, the thermal protection sensing systems employed in two US Mars landing missions, namely MSL (MEDLI) and Mars 2020 (MEADSⅡ), as well as the European ExoMars 2016 mission (AMELIA and COMARS+subsystems) and the China Tianwen-1 mission (flush air data system and in-layer temperature-sensing system), are discussed. Afterwards, the study summarizes the reconstruction methods utilized, including the Kalman filter method, the least squares method and the Monte Carlo method, along with key technologies and findings derived from the flight data of the four aforementioned missions. Finally, the study presents a comprehensive analysis of the lessons learned, technical challenges encountered, and provides recommendations for the future development of EDL thermal protection sensing system.