Molecular machines can convert the chemical energy into the mechanical work through intra-or intermolecular motions at the single-molecule scale under external stimuli, such as heating, illumination, and so on. In recent decades, the working mechanisms of various molecular machines, such as molecular shuttles, molecular motors, molecular walkers, etc. have been extensively studied through different ensemble experiments, where the unique and unexpected behaviors of a single molecular machine may be overwhelmed by the average effect caused by a large number of molecules. Thanks to the development of single-molecule characterization technologies, the intrinsic properties of single molecular machines at the single-molecule scale are being explored, which is essential for future applications at the molecular scale. This Review offers a timely and systematical survey on the structural designs, characterization methods, working mechanisms, and influencing factors of molecular machines at the single-molecule scale, providing the comparison among different studies and in-depth comprehension of the intrinsic principles of individual molecular machines.