In the last decade, single-cell RNA sequencing routinely performed on large numbers of single cells has greatly advanced our understanding of the underlying heterogeneity of complex biological systems. Technological advances have also enabled protein measurements, further contributing to the elucidation of cell types and states present in complex tissues. Recently, there have been independent advances in mass spectrometric techniques bringing us one step closer to characterizing single-cell proteomes. Here we discuss the challenges of detecting proteins in single cells by both mass spectrometry and sequencing-based methods. We review the state of the art for these techniques and propose that there is a space for technological advancements and complementary approaches that maximize the advantages of both classes of technologies.