Optical dating measures the time that has elapsed since mineral grains were exposed to daylight. The technique is ideal for sediments in which all the grains were exposed to sufficient daylight at deposition to reset the optically stimulated luminescence (OSL) signal. However, in many environments the exposure of individual grains to daylight will be variable. Limited exposure to light results in grains retaining a part of any prior trapped charge, and if unaccounted for this causes overestimation of the age. In the past 15 years it has become feasible to control the number of grains used for each luminescence measurement, varying from many thousands to a single grain. Where many grains are measured simultaneously, the luminescence signal is averaged, and any variability in resetting between grains will be obscured. This article describes the methods involved in single-grain OSL measurements and review the application of the method to glacial, fluvial and aeolian Quaternary sediments. Single-grain OSL is expanding the range of environments that can be dated and improving the reliability of ages by explicitly assessing whether samples were bleached at deposition or not.