Any implant or prosthesis replacing a function or functions of an organ or group of organs should be biologically and sensorily integrated with the human body in order to increase their acceptance with their user. If this replacement is for a human hand, which is an important interface between humans and their environment, the acceptance issue and developing sensory-motor embodiment will be more challenging. Despite progress in prosthesis technologies, 50-60 & #x0025; of hand amputees wear a prosthetic device. One primary reason for the rejection of the prosthetic hands is that there is no or negligibly small feedback or tactile sensation from the hand to the user, making the hands less functional. In fact, the loss of a hand means interrupting the closed-loop sensory feedback between the brain (motor control) and the hand (sensory feedback through the nerves). The lack of feedback requires significant cognitive efforts from the user in order to do basic gestures and daily activities. To this aim, recently, there has been significant development in the provision of sensory feedback from transradial prosthetic hands, to enable the user take part in the control loop and improve user embodiment. Sensory feedback to the hand users can be provided via invasive and noninvasive methods. The latter includes the use of temperature, vibration, mechanical pressure and skin stretching, electrotactile stimulation, phantom limb stimulation, audio feedback, and augmented reality. This paper provides a comprehensive review of the non-invasive methods, performs their critical evaluation, and presents challenges and opportunities associated with the non-invasive sensory feedback methods.