Gallium nitride (GaN) is a promising material for electronic sensing devices operating in harsh environments, thanks to its large energy band gap, superior mechanical properties and excellent chemical inertness. Among various wide energy band gap semiconductors such as 3C-SiC, 4H-SiC, 6H-SiC materials, GaN and its compounds are considered as the most suitable materials for Micro Electro-Mechanical Systems (MEMS) sensors for harsh environment applications, as it can be grown on both sapphire and Si substrates, which are compatible with conventional MEMS fabrication processes, while reducing the cost of GaN wafers. GaN-based electronic devices for high frequency and high power applications have been already commercially available. However, their application in sensing is still underdeveloped and under-commercialized. This research aims to experimentally investigate and theoretically analyze the physical sensing effects, such as piezotronic, Hall, pseudo-Hall, and phototronic effects on Al-GaN/GaN heterojunctions, and explores the potential of enhancing the sensitivity of AlGaN/GaN-based sensing devices through multi-physics coupling effect. The first purpose of this study is to examine the effect of external strain on the polarization and electronic properties of the p-GaN/AlGaN/GaN heterostructure (piezotronic effect) and evaluates the possibility to utilize the effect as a strain sensing mechanism. Theoretical analysis on the strain induced effect in the energy band structure is thoroughly conducted. p-GaN/AlGaN/GaN based sensing devices are fabricated and characterized, which exhibit high sensitivity, excellent linearity, and good repeatability, indicating the potential for pressure/strain sensing. In addition, the possibility of enhancing the sensitivity of an p-GaN/AlGaN/GaN heterostructure based piezotronic sensor by employing the photoexcitation-electronic coupling effect is also investigated. The research analyses the key parameters contributing to this tuneable giant piezotronic effect and figures out the physical mechanism leading to this phenomenon. The next goal is to characterize the performance of the AlGaN/GaN-based current sensor and AlGaN/GaN van der Pauw strain sensor utilizing Hall and pseudo-Hall effects, respectively. Both current sensor and van der Pauw sensor exhibit high sensitivity, excellent repeatability and linearity, while the current sensor operates at a temperature range from room to 200 degrees C with negligible changes in sensitivity. Combining these performances with the excellent mechanical strength, electrical conductivity, and chemical inertness of GaN, the proposed sensors are promising for strain and power monitoring in harsh environments. Furthermore, this research also intends to investigate the phototronic behaviors of the AlGaN/GaN heterojunction under UV illuminations (phototronic e ect). The characteristics of the heterojunction are also evaluated under broad spectral illuminations to prove its potential for high-performance visible-blind UV light detector. Moreover, the in-depth discussion about the carrier generation and transport mechanisms will provide vital information for the development of AlGaN/GaN optoelectronic sensing devices. This thesis is prepared in a \thesis by publications" format. The published and submitted journal articles are the main contents of chapters 3, 4, 5, and 6.