n-of-1 studies test hypotheses within individuals based on repeated measurement of variables within the individual over time. Intra-individual effects may differ from those found in between-participant studies. Using examples from a systematic review of n-of-1 studies in health behaviour research, this article provides a state of the art overview of the use of n-of-1 methods, organised according to key methodological considerations related to n-of-1 design and analysis, and describes future challenges and opportunities. A comprehensive search strategy (PROSPERO:CRD42014007258) was used to identify articles published between 2000 and 2016, reporting observational or interventional n-of-1 studies with health behaviour outcomes. Thirty-nine articles were identified which reported on n-of-1 observational designs and a range of n-of-1 interventional designs, including AB, ABA, ABABA, alternating treatments, n-of-1 randomised controlled trial, multiple baseline and changing criterion designs. Behaviours measured included treatment adherence, physical activity, drug/alcohol use, sleep, smoking and eating behaviour. Descriptive, visual or statistical analyses were used. We identify scope and opportunities for using n-of-1 methods to answer key questions in health behaviour research. n-of-1 methods provide the tools needed to help advance theoretical knowledge and personalise/tailor health behaviour interventions to individuals.