Currently it is difficult to study signalling on living cells at the single molecule level. One problem is that it is not possible to trigger signalling in a controlled manner and there is no effective method that can both introduce a precise amount of molecules onto or into a single cell at a specific position and then simultaneously image the cellular response using single molecule fluorescence. Here, we have developed local-delivery selective-plane illumination microscopy (ldSPIM) to address this issue. ldSPIM uses a nanopipette to accurately deliver individual proteins to a defined position. For single-molecule fluorescence detection, we implemented single-objective SPIM using a reflective atomic force microscope cantilever to create a 2 μm thick light sheet. Using this setup, we demonstrated that ldSPIM can deliver single fluorophore labelled proteins onto the plasma membrane of HEK293 cells or into the cytoplasm and characterise the interaction between cells and the delivered molecules in 3D at the same time. Then, we applied ldSPIM to characterize TLR4 activation and Myddosome signalling. The TLR4 agonist lipopolysaccharides (LPS) and aggregates of amyloid-β, which are supposed to be one of the key toxic species in Alzheimer’s disease, were delivered onto single macrophage stably expressing a MyD88-eGFP fusion construct. Whole-cell 3D light sheet imaging enabled the live detection of MyD88 accumulation and the formation of the Myddosome signalling complexes. Kinetics analysis of the trajectory of the assembly of individual Myddosomes suggested that amyloid-β triggered a significantly different Myddosome response compared with canonical LPS-triggered signalling. The nanopipette was also used to locally deliver interferon β onto mouse embryonic fibroblasts, to trigger the interaction between the interferon alpha and the beta receptor subunit 1 and the interferon alpha and beta receptor subunit 2. Lastly, in order to improve the light sheet imaging capability, we designed and assembled an epi-illumination SPIM (eSPIM), which is a next generation single-objective light sheet microscope with much faster scanning and is compatible with all kinds of sample dishes including multi-well plates. Overall, this thesis describes the building of new instrumentation to study cell signalling at the single molecule level, combining controlled delivery, via a nanopipette, and light sheet imaging, and the application of this instrumentation to study TLR4 signalling and the kinetics of Myddosome formation.