Understanding the structure-activity relationship at electrochemical interfaces is crucial in improving the performance of practical electrochemical devices, ranging from fuel cells, electrolyzers, and batteries to electrochemical sensors. However, functional electrochemical interfaces are often complex and contain various surface structures, creating heterogeneity in electrochemical activity. In this Perspective, we highlight the role of heterogeneity in electrochemistry, especially in the context of electrocatalysis. Current methods for revealing the heterogeneity at electrochemical interfaces, including nanoelectrochemistry tools and single-entity approaches, are discussed. Lastly, we provide perspectives on what one can learn by studying heterogeneity and how one can use heterogeneity to design more efficient electrochemical devices.