Generally, the message elucidated by the conventional analytical methods overlooks the heterogeneity of single objects, where the behavior of individual molecules is shielded. With the advent of optical microscopy imaging techniques, it is possible to identify, visualize and track individual molecules or nanoparticles under a biological environment with high temporal and spatial resolution. In this work, we summarize the commonly adopted optical microscopy techniques for bio-analytical assays in living cells, including total internal reflection fluorescence microscopy (TIRFM), super-resolution optical microscopy (SRM), and dark-field optical microscopy (DFM). The basic principles of these methods and some recent interesting applications in molecular detection and single-particle tracking are introduced. Moreover, the development in high-dimensional optical microscopy to achieve three-dimensional (3-D) as well as sub-diffraction localization and tracking of biomolecules is also highlighted.