The immune system is composed of a complex hierarchy of cell types that protect the organism against disease and maintain homeostasis. Identifying heterogeneity of immune cells is the key to understanding the immune system. Advanced single-cell RNA sequencing (scRNA-seq) technologies are revolutionizing our ability to study immunology. By measuring transcriptomes at the single-cell level, scRNA-seq enables identification of cellular heterogeneity in far greater detail than conventional methods. In this review, we introduce the existing scRNA-seq technologies and present their strengths and weaknesses. We also discuss potential applications and future innovations of scRNA-seq in immunology.