Electrogenerated chemiluminescence, also known as electrochemiluminescence (ECL), is an electrochemically induced production of light by excited luminophores generated during redox reactions. It can be used to sense the charge transfer and related processes at electrodes via a simple visual readout; hence, ECL is an outstanding tool in analytical sensing. The traditional ECL approach measures averaged electrochemical quantities of a large ensemble of individual entities, including molecules, microstructures and ions. However, as a real system is usually heterogeneous, the study of single entities holds great potential in elucidating new truths of nature which are averaged out in ensemble assays or hidden in complex systems. We would like to review the development of ECL intensity and imaging based single entity detection and place emphasis on the assays of small entities including single molecules, micro/nanoparticles and cells. The current challenges for and perspectives on ECL detection of single entities are also discussed.