Single molecule techniques promise novel information about the properties and behavior of individual particles, thus enabling access to molecular heterogeneities in biological systems. Their recent developments to accommodate membrane studies have significantly deepened the understanding of membrane proteins. In this short review, we will describe the basics of the three most common single-molecule techniques used on membrane proteins: fluorescence correlation spectroscopy, single particle tracking, and atomic force microscopy. We will discuss the most relevant findings made during the recent years and their contribution to the membrane protein field.