Whole-mount single-molecule RNA fluorescence in situ hybridization (smRNA FISH) in combination with immunofluorescence (IF) offers great potential to study long non-coding RNAs (lncRNAs): their subcellular localization, their interactions with proteins, and their function. Here, we describe a step-by-step, optimized, and robust protocol that allows detection of multiple RNA transcripts and protein molecules in whole-mount preimplantation mouse embryos. Moreover, to simultaneously detect protein and enable RNA probe penetration for the combined IF/smRNA FISH technique, we performed IF before smRNA FISH. We removed the zona pellucida, used Triton X-100 to permeabilize the embryos, and did not use a proteinase digestion step so as to preserve the antigens. In addition, we modified the IF technique by using RNase-free reagents to prevent RNA degradation during the IF procedure. Using this modified sequential IF/smRNA FISH technique, we have simultaneously detected protein, lncRNA, and mRNA in whole-mount preimplantation embryos. This reliable and robust protocol will contribute to the developmental biology and RNA biology fields by providing information regarding 3D expression patterns of RNA transcripts and proteins, shedding light on their biological function.