The immune system is a complex network of specialized cells that work in concert to protect against invading pathogens and tissue damage. Imbalances in this network often result in excessive or absent immune responses leading to allergies, autoimmune diseases, and cancer. Many of the mechanisms and their regulation remain poorly understood. Immune cells are highly diverse, and an immune response is the result of a large number of molecular and cellular interactions both in time and space. Conventional bulk methods are often prone to miss important details by returning population-averaged results. There is a need in immunology to measure single cells and to study the dynamic interplay of immune cells with their environment. Advances in the fields of microsystems and microengineering gave rise to the field of microfluidics and its application to biology. Microfluidic systems enable the precise control of small volumes in the femto- to nanoliter range. By controlling device geometries, surface chemistry, and flow behavior, microfluidics can create a precisely defined microenvironment for single-cell studies with spatio-temporal control. These features are highly desirable for single-cell analysis and have made microfluidic devices useful tools for studying complex immune systems. In addition, microfluidic devices can achieve high-throughput measurements, enabling in-depth studies of complex systems. Microfluidics has been used in a large panel of biological applications, ranging from single-cell genomics, cell signaling and dynamics to cell-cell interaction and cell migration studies. In this review, we give an overview of state-of-the-art microfluidic techniques, their application to single-cell immunology, their advantages and drawbacks, and provide an outlook for the future of single-cell technologies in research and medicine.