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Cellular heterogeneity within and across tumors has been a major obstacle in understanding and treating cancer, and the complex heterogeneity is masked if bulk tumor tissues are used for analysis. The advent of rapidly developing single-cell sequencing technologies, which include methods related to single-cell genome, epigenome, transcriptome, and multi-omics sequencing, have been applied to cancer research and led to exciting new findings in the fields of cancer evolution, metastasis, resistance to therapy, and tumor microenvironment. In this review, we discuss recent advances and limitations of these new technologies and their potential applications in cancer studies.