Gas bubbles are found in diverse electrochemical processes, ranging from electrolytic water splitting to chlor-alkali electrolysis, as well as photoelectrochemical processes. Understanding the intricate influence of bubble evolution on the electrode processes and mass transport is key to the rational design of efficient devices for electrolytic energy conversion and thus requires precise measurement and analysis of individual gas bubbles. In this Perspective, we review the latest advances in single-entity measurement of gas bubbles on electrodes, covering the approaches of voltammetric and galvanostatic studies based on nanoelectrodes, probing bubble evolution using scanning probe electrochemistry with spatial information, and monitoring the transient nature of nanobubble formation and dynamics with opto-electrochemical imaging. We emphasize the intrinsic and quantitative physicochemical interpretation of single gas bubbles from electrochemical data, highlighting the fundamental understanding of the heterogeneous nucleation, dynamic state of the three-phase boundary, and the correlation between electrolytic bubble dynamics and nanocatalyst activities. In addition, a brief discussion of future perspectives is presented.