Electrochemical measurements involving single nanoparticles have attracted considerable research attention. In recent years, various studies have been conducted on single-entity electrochemistry (SEE) for the in-depth analyses of catalytic reactions. Although, several electrocatalysts have been developed for H 2 energy production, designing innovative electrocatalysts for this purpose remains a challenging task. Stochastic collision electrochemistry is gaining increased attention because it has led to new findings in the SEE field. Importantly, it facilitates establishing structure activity relationships for electrocatalysts by monitoring transient signals. This article reviews the recent achievements related to hydrogen evolution reaction (HER) and oxygen evolution reaction (OER) using different electrocatalysts at the nanoscale level. In particular, it discusses the electrocatalytic activities of noble metal nanoparticles, including Ag, Au, Pt, and Pd nanoparticles, at the single-particle level. Because heterogeneity is a key factor affecting the catalytic activity of nanostructures, our work focuses on the influence of heterogeneities in catalytic materials on the OER and HER activities. These results may help to achieve a better understanding of the fundamental processes involved in the water splitting reaction.