Compositional diversity is a fundamental property in cell populations. Single-cell analysis promises new insight into this cellular heterogeneity on the genomic, transcriptomic, proteomic, and metabolomic levels. Mass spectrometry (MS) is a label-free technique that enables the multiplexed analysis of proteins, peptides, lipids, and metabolites in individual cells. The abundances of these molecular classes are correlated with the physiological states and environmental responses of the cells. In this Minireview, we discuss recent advances in single-cell MS techniques with an emphasis on sampling and ionization methods developed for volume-limited samples. Strategies for sample treatment, separation methods, and data analysis require special considerations for single cells. Ongoing analytical challenges include subcellular heterogeneity, non-normal statistical distributions of cellular properties, and the need for high-throughput, high molecular coverage and minimal perturbation.