In precision cancer therapy, addressing intra-tumor heterogeneity poses a significant obstacle. Due to the heterogeneity of each cell subtype and between cells within the tumor, the sensitivity and resistance of different patients to targeted drugs, chemotherapy, etc., are inconsistent. Concerning a specific tumor type, many feasible treatments or combinations can be used by specifically targeting the tumor microenvironment. To solve this problem, it is necessary to further study the tumor microenvironment. Single-cell sequencing techniques can dissect distinct tumor cell populations by isolating cells and using statistical computational methods. This technology may assist in the selection of targeted combination therapy, and the obtained cell subset information is crucial for the rational application of targeted therapy. In this review, we summarized the research and application advances of single-cell sequencing technology in the tumor microenvironment, including the most commonly used single-cell genomic and transcriptomic sequencing, and their future development direction was proposed. The application of single-cell sequencing technology has been expanded to include epigenomics, proteomics, metabolomics, and microbiome analysis. The integration of these different omics approaches has significantly advanced the development of single-cell multiomics sequencing technology. This innovative approach holds immense potential for various fields, such as biological research and medical investigations. Finally, we discussed the advantages and disadvantages of using single-cell sequencing to explore the tumor microenvironment.