Nowadays, single-cell proteomics emerges and applied for some critical realm both scientifically and medically. In single-cell analysis, biological variability can be attributed to individual cells, their specific state, and the ability to respond to external stimuli, which are determined by protein abundance and their relative alterations. Mass spectrometry (MS)-based proteomics (e.g., SCoPEMS and SCoPE2) can be used as a non-targeted method to detect molecules across hundreds of individual cells. To achieve high-throughput investigation, novel approaches in Single-Cell Proteomics (SCP) are needed to identify and quantify proteins as accurately as possible. Many novel techniques associated single-cell proteomics gradually emerge in a sooner future along with the development of science and medicine. Herein, the research progress of this field has been intensively discussed. Moreover, the current bottleneck of the application of single-cell proteomics is also discussed.