The optical detection setup, upconversion emissions and emerging microscopic/nanoscopic applications of single lanthanide nano- and microparticles are discussed in this review. • Principles of lanthanide upconversion emissions and the development status of upconversion nanoparticles. • Detection methods, steady-state and transient-state upconversion emission properties of single nanoparticles. • Emerging applications with high spatiotemporal resolution of single upconversion particles. • Future directions in terms of the photophysical properties and optical applications of single upconversion particles. Lanthanide-doped upconversion nanoparticles (UCNPs) have been gaining increasing research interests in chemistry, materials, optics, and interdisciplines due to their excellent photostability, adequate anti-Stokes emission efficiency, multicolor sharp-band emissions and tunable long emission lifetimes. Constructive applications on miniaturized optical devices, biomedicine, solar energy conversion, etc . have been demonstrated. Nonetheless, previous studies are mainly based on the properties from nanoparticle ensembles, which ignore the interparticle discrepancy in size, composition, surface status, optical properties, etc . Recently, with the development of optical detection with high sensitivity and spatial resolution, upconversion emission investigations step into a single particle level. This reveals intrinsic upconversion properties of UCNPs instead of leveling of particles. Here, we provide a critical review on the recent advances of upconversion in single nanoparticles and propose the perspectives of this emerging field. Specifically, we start by the introduction of detection methods of upconversion emissions in single nanoparticles. Subsequently, we summarized the very recent progress on photostability, steady-state and transient-state, polarized upconversion emissions, interparticle energy transfers as well as interdisciplinary studies on optical tracking, optical tweezer, lasing, and super-resolution nanoscopy of single UCNPs. Meanwhile, upconversion on a single microparticle is also included for the typical photophysical studies, such as optical waveguide and multiplexing. We further discussed future directions in terms of photophysical properties and microscopic/nanoscopic applications of upconversion in single particles. This review is expected to inspire investigations on disclosing intriguing upconversion properties of lanthanides and implanting UCNPs in advanced microscopic/nanoscopic applications.