Cellular heterogeneity is a universal property of living systems, and the interrogation of single cells facilitates in-depth understanding of distinct cellular states and functions in various biological processes. Co-analysis of transcripts and proteins from the same single cells opens the way to decipher complex RNA regulatory frameworks and phenotypes, facilitating the understanding of cellular fate and function regulations, discovery of novel cell types, and construction of a high-resolution cell atlas. Herein, we review the state-of-art advances in the development of methodologies for co-analysis of single-cell transcripts and proteins. First, imaging-based methods are summarized with particular emphasis on optical and mass spectrometry imaging. Next, sequencing-based approaches for high-throughput and sensitive co-analysis of single-cell transcripts and proteins are described, including droplet-, microwell-, and split-pool-based platforms. Subsequently, combined methods with more flexibility and universality are discussed. These methods commonly employ different strategies or reactions to convert transcripts and proteins of single cells into distinct signals simultaneously, which can be detected by different instruments or platforms. Lastly, some perspectives on the future challenges and development trends in this field are presented.