Profiling protein expression at single‐cell resolution is essential for fundamental biological research (such as cell differentiation and tumor microenvironmental examination) and clinical precision medicine where only a limited number of primary cells are permitted. With the recent advances in engineering, chemistry, and biology, single‐cell protein analysis methods are developed rapidly, which enable high‐throughput and multiplexed protein measurements in thousands of individual cells. In combination with single cell RNA sequencing and mass spectrometry, single‐cell multi‐omics analysis can simultaneously measure multiple modalities including mRNAs, proteins, and metabolites in single cells, and obtain a more comprehensive exploration of cellular signaling processes, such as DNA modifications, chromatin accessibility, protein abundance, and gene perturbation. Here, the recent progress and applications of single‐cell protein analysis technologies in the last decade are summarized. Current limitations, challenges, and possible future directions in this field are also discussed.