As electric vehicles, portable electronic devices and tools have increasingly high requirements for battery energy density and power density, constantly improving battery performance has become a research focus. Accurate measurement of the structure‐activity relationship of active materials is the key to advancing the research of high‐performance batteries. However, the conventional performance tests of active materials are based on the electrochemical measurement of porous composite electrodes containing active materials, polymer binders, and conductive carbon additives, which cannot establish an accurate structure‐activity relationship with the physical characterization of microregions. In this review, in order to promote the accurate measurement and understanding of the structure‐activity relationship of materials, the electrochemical measurement and physical characterization of energy storage materials at single‐particle scale are reviewed. The potential problems and possible improvement schemes of the single particle electrochemical measurement and physical characterization are proposed. Their potential applications in single particle electrochemical simulation and machine learning are prospected. This review aims to promote the further application of single particle electrochemical measurement and physical characterization in energy storage materials, hoping to achieve three‐dimensional unified evaluation of physical characterization, electrochemical measurement, and theoretical simulation at the single particle scale to provide new inspiration for the development of high‐performance batteries.This article is protected by copyright. All rights reserved