Searches for light sterile neutrinos are motivated by the unexpected observation of an electron neutrino appearance in short-baseline experiments, such as the Liquid Scintillator Neutrino Detector (LSND) and the Mini Booster Neutrino Experiment (MiniBooNE). In light of these unexpected results, a campaign using natural and anthropogenic sources to find the light (mass-squared-difference around 1 eV2) sterile neutrinos is underway. Among the natural sources, atmospheric neutrinos provide a unique gateway to search for sterile neutrinos due to the broad range of baseline-to-energy ratios, L/E, and the presence of significant matter effects. Since the atmospheric neutrino flux rapidly falls with energy, studying its highest energy component requires gigaton-scale neutrino detectors. These detectors—often known as neutrino telescopes since they are designed to observe tiny astrophysical neutrino fluxes—have been used to perform searches for light sterile neutrinos, and researchers have found no significant signal to date. This brief review summarizes the current status of searches for light sterile neutrinos with neutrino telescopes deployed in solid and liquid water.