Single cell computational analysis has emerged as a powerful tool in the field of oncology, enabling researchers to decipher the complex cellular heterogeneity that characterizes cancer. By leveraging computational algorithms and bioinformatics approaches, this methodology provides insights into the underlying genetic, epigenetic and transcriptomic variations among individual cancer cells. In this paper, we present a comprehensive overview of single cell computational analysis in oncology, discussing the key computational techniques employed for data processing, analysis, and interpretation. We explore the challenges associated with single cell data, including data quality control, normalization, dimensionality reduction, clustering, and trajectory inference. Furthermore, we highlight the applications of single cell computational analysis, including the identification of novel cell states, the characterization of tumor subtypes, the discovery of biomarkers, and the prediction of therapy response. Finally, we address the future directions and potential advancements in the field, including the development of machine learning and deep learning approaches for single cell analysis. Overall, this paper aims to provide a roadmap for researchers interested in leveraging computational methods to unlock the full potential of single cell analysis in understanding cancer biology with the goal of advancing precision oncology. For this purpose, we also include a notebook that instructs on how to apply the recommended tools in the Preprocessing and Quality Control section.