Continuous particle sorting is one of the most important microfluidic applications. Fast and accurate sorting procedures can be performed using unique characteristics of microfluidics. Beside hydrodynamic means, provided by the flow itself, the application of an external field also contributes to sorting efficiency. Particle sorting has been realized in many effective ways. This paper systematically gives an overview on techniques used for particle sorting in microfluidics. The basic theories and fluid mechanics are presented for each approach. The implementation of the various sorting devices is discussed with their working mechanism, design and performance. Typical results from these applications are also presented. Based on the guidance from the existing technology, perspectives for future works are provided.