Making a measurement over millions of nanoparticles or exposed crystal facets seldom reports on reactivity of a single nanoparticle or facet, which may depart drastically from ensemble measurements. Within the past 30 years, science has moved toward studying the reactivity of single atoms, molecules, and nanoparticles, one at a time. This shift has been fueled by the realization that everything changes at the nanoscale, especially important industrially relevant properties like those important to electrocatalysis. Studying single nanoscale entities, however, is not trivial and has required the development of new measurement tools. This review explores a tale of the clever use of old and new measurement tools to study electrocatalysis at the single entity level. We explore in detail the complex interrelationship between measurement method, electrocatalytic material, and reaction of interest (e.g., carbon dioxide reduction, oxygen reduction, hydrazine oxidation, etc.). We end with our perspective on the future of single entity electrocatalysis with a key focus on what types of measurements present the greatest opportunity for fundamental discovery.