Extracellular vesicles (EVs) are small, membrane-bound structures released by various cell types into the extracellular environment, which play a crucial role in intercellular communication and the transfer of biomolecules between cells. Given their functional significance, there are intense research interests to use EVs as disease markers and drug carriers. However, EVs characterization is greatly hindered by the small size, the low biomolecule payload, and the high level of heterogeneity. To address these challenges, researchers have adopted sensitive microscopic methods such as single-molecule fluorescence imaging, single-particle dark-field imaging, surface-enhanced Raman scattering, and surface plasmon resonance imaging for single EV analysis. These techniques can detect signals from individual EVs, enabling a detailed study of the heterogeneity. Analysis of EVs cargo has provided insights into the protein/nucleic acid expression and enabled subgroup differentiation. Superresolution mapping has visualized EVs structures, and single EV tracking has offered insights into their release and uptake mechanisms. In this review, we will summarize the recent advances in optical imaging of single EVs, including the biomarkers used for EV labeling, the performance of the reported microscopic methods, and their biological findings. Finally, we will address the limitations of the existing methods and outline prospects for future development in this field.