Simple Summary Cancer is a distinctly difficult disease to treat on account of the diverse cell populations/subpopulations that comprise a tumour. Such cells harbour varying genetic and epigenetic states, which contributes to their oncogenic phenotype. Of note to this review is the epigenetic modification DNA methylation. Aberrant DNA methylation is a well-explored contributor to oncogenic phenotype. Traditionally, thousands of cells within a tumour have been sequenced together, giving rise to averaged methylation profiles. With the emergence of single-cell sequencing technologies, the methylome of individual cells can now be acquired. This technology will have important research and clinical implications, such as informing our current understanding of cancer biology, discovery of novel biomarkers, and less invasive tests. Morphological, transcriptomic, and genomic defects are well-explored parameters of cancer biology. In more recent years, the impact of epigenetic influences, such as DNA methylation, is becoming more appreciated. Aberrant DNA methylation has been implicated in many types of cancers, influencing cell type, state, transcriptional regulation, and genomic stability to name a few. Traditionally, large populations of cells from the tissue of interest are coalesced for analysis, producing averaged methylome data. Considering the inherent heterogeneity of cancer, analysing populations of cells as a whole denies the ability to discover novel aberrant methylation patterns, identify subpopulations, and trace cell lineages. Due to recent advancements in technology, it is now possible to obtain methylome data from single cells. This has both research and clinical implications, ranging from the identification of biomarkers to improved diagnostic tools. As with all emerging technologies, distinct experimental, bioinformatic, and practical challenges present themselves. This review begins with exploring the potential impact of single-cell sequencing on understanding cancer biology and how it could eventually benefit a clinical setting. Following this, the techniques and experimental approaches which made this technology possible are explored. Finally, the present challenges currently associated with single-cell DNA methylation sequencing are described.