Ciliary accumulation of signaling proteins must result from a rate of ciliary entry that exceeds ciliary exit, but approaches for distinguishing ciliary entry vs. exit are lacking. Using a photoconvertible fluorescent protein tag, we establish an assay that allows a separate but simultaneous examination of ciliary entry and exit of the Hedgehog signaling protein Smoothened in individual cells. We show that KAAD-cyclopamine selectively blocks entry, whereas ciliobrevin interferes initially with exit and eventually with both entry and exit of ciliary Smoothened. Our study provides an approach to understanding regulation of ciliary entry vs. exit of Hedgehog signaling components as well as other ciliary proteins.