Various embodiments of a compact optical proximity sensor with a ball grid array and windowed or apertured substrate are disclosed. In one embodiment, the optical proximity sensor comprises a printed circuit board (“PCB”) substrate comprising an aperture and a lower surface having electrical contacts disposed thereon, an infrared light emitter and an infrared light detector mounted on an upper surface of the substrate, an integrated circuit located at least partially within the aperture, a molding compound being disposed between portions of the integrated circuit and substrate, an ambient light detector mounted on an upper surface of the integrated circuit, first and second molded infrared light pass components disposed over and covering the infrared light emitter and the infrared light detector, respectively, and a molded infrared light cut component disposed between and over portions of the first and second infrared light pass components.