It depends on what checks you want to run. A lot of system-level checks work fine if you run sensu container with --net=host and --privileged flags.
--net=host not just allows you to see the same hostname and IP as host system, but also all the tcp connections and interface metric will match for container and host.
--privileged gives container full access to system metrics like hdd, memory, cpu.
Tricky thing is checking external process metrics, as docker isolates it even from privileged container, but you can share host's root filesystem as docker volume ( -v /:/host) and patch check to use chroot or use /host/proc instead of /proc.
Long story short, some checks will just work, for others you need to patch or develop your own way, but sensu in docker is one possible way.