Single‐entity electrochemistry (SEE) has transformed the study of electrochemical processes, allowing for the observation of discrete electrochemical events at the level of individual entities such as nanoparticles (NPs) and biomolecules. This review categorizes SEE signals ranging from typical staircase, spike, and blip signals to more complex combined responses based on their shape, each providing insight into the reaction mechanism. Papers exploring reaction mechanisms based on changes in SEE signals under varying experimental conditions, such as applied potential or pH, are also discussed. By analyzing the experimental systems that generate these signals, a better understanding of electrocatalytic reactions mediated by single entities, such as NPs and biomolecules, can be achieved. This review offers insight into interpreting new signal types and paves the way for further research into electrochemical processes and the applications of SEE in sensing, catalysis, and diagnostics.