This review covers recent progress in using single molecule fluorescence microscopy imaging to understand the nanoconfinement in porous materials. The single molecule approach unveils the static and dynamic heterogeneities from seemingly equal molecules by removing the ensemble averaging effect. Physicochemical processes including mass transport, surface adsorption/desorption, and chemical conversions within the confined space inside porous materials have been studied at nanometer spatial resolution, at the single nanopore level, with millisecond temporal resolution, and under real chemical reaction conditions. Understanding these physicochemical processes provides the ability to quantitatively measure the inhomogeneities of nanoconfinement effects from the confining properties, including morphologies, spatial arrangement, and trapping domains. Prospects and limitations of current single molecule imaging studies on nanoconfinement are also discussed.