Cancer harbours extensive proteomic heterogeneity. Inspired by the prior success of single‐cell RNA sequencing (scRNA‐seq) in characterizing minute transcriptomics heterogeneity in cancer, researchers are now actively searching for information regarding the proteomics counterpart. Therefore recently, single‐cell proteomics by mass spectrometry (SCP) has rapidly developed into state‐of‐the‐art technology to cater the need. This review aims to summarize application of SCP in cancer research, while revealing current development progress of SCP technology. The review also aims to contribute ideas into research gaps and future directions, ultimately promoting the application of SCP in cancer research.