A review will be provided on the renormalization program for the so-called Tensor Models for Quantum Gravity. These are non local field theories extending both the matrix models, a successful framework in statistical mechanics applied to 2D physics, and the Grosse-Wulkenhaar model in the matrix basis arising in Noncommuting Neometry. We will emphasize the Multi-scale renormalization but also report recent results on the Functional Renormalization Group Approach for these class of models.