Single-cell sequencing technologies, including transcriptomic and epigenomic assays, are transforming our understanding of the cellular building blocks of neural circuits. By directly measuring multiple molecular signatures in thousands to millions of individual cells, single-cell sequencing methods can comprehensively characterize the diversity of brain cell types. These measurements uncover gene regulatory mechanisms that shape cellular identity and provide insight into developmental and evolutionary relationships between brain cell populations. Single-cell sequencing data can aid the design of tools for targeted functional studies of brain circuit components, linking molecular signatures with anatomy, connectivity, morphology, and physiology. Here, we discuss the fundamental principles of single-cell transcriptome and epigenome sequencing, integrative computational analysis of the data, and key applications in neuroscience.