Label-free optical sensor systems have emerged that exhibit extraordinary sensitivity for detecting physical, chemical, and biological entities at the micro/nanoscale. Particularly exciting is the detection and analysis of molecules, on miniature optical devices that have many possible applications in health, environment, and security. These micro- and nanosensors have now reached a sensitivity level that allows for the detection and analysis of even single molecules. Their small size enables an exceedingly high sensitivity, and the application of quantum optical measurement techniques can allow the classical limits of detection to be approached or surpassed. The new class of label-free micro- and nanosensors allows dynamic processes at the single-molecule level to be observed directly with light. By virtue of their small interaction length, these micro- and nanosensors probe light-matter interactions over a dynamic range often inaccessible by other optical techniques. For researchers entering this rapidly advancing field of single-molecule micro- and nanosensors, there is an urgent need for a timely review that covers the most recent developments and that identifies the most exciting opportunities. The focus here is to provide a summary of the recent techniques that have either demonstrated label-free single-molecule detection or claim single-molecule sensitivity.