The blood and immune system are characterised by utmost diversity in its cellular components. This heterogeneity can solely be resolved with the application of single-cell technologies that enable precise examination of cell-to-cell variation. Single-cell transcriptomics is continuously pushing forward our understanding of processes driving haematopoiesis and immune responses in physiological settings as well as in disease. Remarkably, in the last five years, a number of studies involving single-cell RNA sequencing (scRNA-seq) allowed the discovery of new immune cell types and revealed that haematopoiesis is a continuous rather than a stepwise process, thus challenging the classical haematopoietic lineage tree model. This review summarises the most recent studies which applied scRNA-seq to answer outstanding questions in the fields of haematology and immunology and discusses the present challenges and future directions.