Separation of microparticles and cells serves a critical step in many applications such as in biological analyses, food production, chemical processing, and medical diagnostics. Sorting on the microscale exhibits certain advantages in comparison with that on the macroscale as it requires minuscule sample or reagents volume and thus reduced analysis cycle time, smaller size of devices, and lower fabrication costs. Progresses have been made over time to improve the efficiency of these microscale particle manipulation techniques. Many different techniques have been used to attain accurate particle sorting and separation in a continuous manner on the microscale level, which can be categorized as either passive or active methods. Passive techniques achieve accurate manipulation of particles through their interaction with surrounding flow by carefully designed channel structures, without using external fields. As an alternative, active techniques utilize external fields (e.g., acoustic, electronic, optical, and magnetic field, etc.) to realize desired pattern of motion for particles with specific properties. Among numerous active methods for microfluidic particle sorting, the magnetic field has been widely used in biomedical and chemical applications to achieve mixing, focusing, and separating of reagents and bioparticles. This paper aims to provide a thorough review on the classic and most up-to-date magnetic sorting and separation techniques to manipulate microparticles including the discussions on the basic concept, working principle, experimental details, and device performance.