Recently, lead halide perovskite (PVSK) polycrystalline films have drawn much attention as photoactive material and scored tremendous achievements in solar cells, photodetectors, light‐emitting diodes, and lasers owing to their engrossing optoelectronic properties and facile solution‐processed fabrication. However, large amounts of grain boundaries unfavorably induce ion migration, surface defect, and poor stability, impeding PVSK polycrystalline film‐based optoelectronic devices from practical application. In comparison with the polycrystalline counterparts, PVSK single crystals (SCs) with lower trap density serve as a better platform for not only fundamental research but also device applications. In light of this, the idea of using PVSK single crystals (SCs) to construct the optoelectronic devices is then proposed. Since then, a series of synthesis methods of PVSK SCs have emerged. In this review, recent progress of synthesis method of PVSK SCs is tried to be summarized and their advantages and limitations are analyzed. And then, the optoelectronic properties including carrier dynamic, defects, ion migration, and instability issues in these 3D and 2D PVSK SCs are overviewed and accordingly the proper device configurations of corresponding solar cells, photodetectors, X‐ray, γ‐ray detectors, etc., are proposed. It is believed that this review can provide the guidance for the further development of PVSK SCs and their applications.