High sensitive single particle/molecule detection technique is an important prerequisite for nanoparticle application in biomedicine, chemistry and optoelectronics. Common single particle detection techniques include optical microscopy and spectroscopy based on fluorescence, Raman scattering, Rayleigh scattering, and absorption signals from single particle or molecule. Raman and fluorescence spectra analysis are applicable to fluorescence molecules or molecules with SERS activity. However, even for organic dye and semiconductor nanoparticles with high fluorescence efficiency, inherent photobleaching and blinking is a challenge for single particle detection. Scattering based technique is another solution for single particle detection, but as the scattering signal decreases with the particles size with the sixth power, it is difficult to separate the scattering signal of small size particle from background scattering noise. As we known, the light absorption of medium will induce refractive index change, and a refractive index gradient distribution will be present in the light heating zone. This phenomenon is known as the photothermal effect. Microscopy based on particle or molecule light absorption induced thermal effect has the merit of high sensitivity, freedom from background scattering, in-situ and label-free. It has been demonstrated potential application in single-particle/molecule detection field. In this paper, the application and development of photothermal based microscopy and spectroscopy was summarized. Firstly, the measurement principle was introduced. Then experimental set-ups of several different techniques including photothermal lens, differential interference contrast and photothermal heterodyne were discussed. The signal-noise ratio, sensitivity and resolution of these techniques were compared, and the recent investigations on applications of these techniques to single particle detection were also introduced. And then the recent research progresses in improve photothermal microscopy was elaborated, including signal/noise ratio increasing, dynamic measurement improvement and infrared spectrum expanding. Finally, the challenge for the photothermal technique used in single particle detection was summarized briefly.