Population dynamics models have long assumed that populations are composed of a restricted number of groups, where individuals in each group have identical demographic rates and where all groups are similarly affected by density‐dependent and ‐independent effects. However, individuals usually vary tremendously in performance and in their sensitivity to environmental conditions or resource limitation, such that individual contributions to population growth will be highly variable. Recent efforts to integrate individual processes in population models open up new opportunities for the study of eco‐evolutionary processes, such as the density‐dependent influence of environmental conditions on the evolution of morphological, behavioral, and life‐history traits. We review recent advances that demonstrate how including individual mechanisms in models of population dynamics contributes to a better understanding of the drivers of population dynamics within the framework of integrated population models (IPMs). IPMs allow for the integration in a single inferential framework of different data types as well as variable population structure including sex, social group, or territory, all of which can be formulated to include individual‐level processes. Through a series of examples, we first show how IPMs can be beneficial for getting more accurate estimates of demographic traits than classic matrix population models by including basic population structure and their influence on population dynamics. Second, the integration of individual‐ and population‐level data allows estimating density‐dependent effects along with their inherent uncertainty by directly using the population structure and size to feedback on demography. Third, we show how IPMs can be used to study the influence of the dynamics of continuous individual traits and individual quality on population dynamics. We conclude by discussing the benefits and limitations of IPMs for integrating data at different spatial, temporal, and organismal levels to build more mechanistic models of population dynamics.