Genetic changes and environmental differences result in cellular heterogeneity among cancer cells within the same tumor, thereby complicating treatment outcomes. Recent advances in single-cell technologies have opened new avenues to characterize the intra-tumor cellular heterogeneity, identify rare cell types, measure mutation rates, and, ultimately, guide diagnosis and treatment. In this paper, we review the recent single-cell technological and computational advances at the genomic, transcriptomic, and proteomic levels, and discuss their applications in cancer research.