Sorghum (Sorghum bicolor L.), as the fifth largest cereal crop worldwide, exhibits strong tolerance to drought, saline-alkali stress, and nutrient-poor soils, and is widely used in food, feed, and bioenergy production. The development of molecular marker technologies has greatly facilitated the genetic dissection of complex traits and the breeding process in sorghum. This review systematically summarizes the evolutionary trajectory of molecular markers, as well as the progress in the development and application of these markers in studies on agronomic traits and stress resistance in sorghum. On this basis, we analyze the current status of marker-assisted selection (MAS) in sorghum breeding, and identify key bottlenecks including insufficient resolution of quantitative trait locus (QTL) mapping, disconnection between markers and causative genes, polygenic regulation of complex traits with genotype-by-environment interactions, and the limited translation of most markers into practical breeding applications. Finally, we discuss future pathways to advance sorghum molecular breeding toward precision and efficiency, such as constructing integrated molecular marker databases and developing genomic selection strategies. This review provides a systematic theoretical reference for genetic improvement and molecular breeding in sorghum.