Individual (bio)chemical entities could show a very heterogeneous behaviour under the same conditions that could be relevant in many biological processes of significance in the life sciences. Conventional detection approaches are only able to detect the average response of an ensemble of entities and assume that all entities are identical. From this perspective, important information about the heterogeneities or rare (stochastic) events happening in individual entities would remain unseen. Some nanoscale tools present interesting physicochemical properties that enable the possibility to detect systems at the single-entity level, acquiring richer information than conventional methods. In this review, we introduce the foundations and the latest advances of several nanoscale approaches to sensing and imaging individual (bio)entities using nanoprobes, nanopores, nanoimpacts, nanoplasmonics and nanomachines. Several (bio)entities such as cells, proteins, nucleic acids, vesicles and viruses are specifically considered. These nanoscale approaches provide a wide and complete toolbox for the study of many biological systems at the single-entity level.