Existing methods for the optical detection of single molecules require the molecules to absorb light to produce fluorescence or direct absorption signals. This limits the range of species that can be detected, because most molecules are purely refractive. Metal nanoparticles or dielectric resonators can be used to detect non-absorbing molecules because local changes in the refractive index produce a resonance shift. However, current approaches only detect single molecules when the resonance shift is amplified by a highly polarizable label or by a localized precipitation reaction on the surface of a nanoparticle. Without such amplification, single-molecule events can only be identified in a statistical way. Here, we report the plasmonic detection of single molecules in real time without the need for labelling or amplification. Our sensor consists of a single gold nanorod coated with biotin receptors, and the binding of single proteins is detected by monitoring the plasmon resonance of the nanorod with a sensitive photothermal assay. The sensitivity of our device is ∼700 times higher than state-of-the-art plasmon sensors and is intrinsically limited by spectral diffusion of the surface plasmon resonance.