Reactive oxygen and nitrogen species (ROS and RNS) play important roles in various physiological processes (e.g., phagocytosis) and pathological conditions (e.g., cancer). The primary ROS/RNS, viz., hydrogen peroxide, peroxynitrite ion, nitric oxide, and nitrite ion, can be oxidized at different electrode potentials and therefore detected and quantified by electroanalytical techniques. Nanometer-sized electrochemical probes are especially suitable for measuring ROS/RNS in single cells and cellular organelles. In this article, we survey recent advances in localized measurements of ROS/RNS inside single cells and discuss several methodological issues, including optimization of nanoelectrode geometry, precise positioning of an electrochemical probe inside a cell, and interpretation of electroanalytical data.