Recent developments in the field of single-cell genomics (SCG) are changing our understanding of how functional phenotypes of cell populations emerge from the behaviour of individual cells. Some of the applications of SCG include the discovery of new gene networks and novel cell subpopulations, fine mapping of transcription kinetics, and the relationships between cell clonality and their functional phenotypes. Immunology is one of the fields that is benefiting the most from such advancements, providing us with completely new insights into mammalian immunity. In this review, we start by covering new immunological insights originating from the use of single-cell genomic tools, specifically single-cell RNA-sequencing. Furthermore, we discuss how new genetic study designs are starting to explain inter-individual variation in the immune response. We conclude with a perspective on new multi-omics technologies capable of integrating several readouts from the same single cell and how such techniques might push our biological understanding of mammalian immunity to a new level.