Immediacy is one of six data aspects (alongside level, trend, variability, overlap, and consistency) that has to be accounted for when visually analyzing single‐case data. Given that it is one of the aspects that has received considerably less attention than other data aspects, the current text offers a review of the proposed conceptual definitions of immediacy (i.e., what it refers to) and also of the suggested operational definitions (i.e., how exactly is it assessed and/or quantified). Provided that a variety of conceptual and operational definitions is identified, we propose following a sensitivity analysis using a randomization test for assessing immediate effects in single‐case experimental designs, by identifying when changes were most clear. In such a sensitivity analysis, the immediate effects are tested for multiple possible intervention points and for different possible operational definitions. Robust immediate effects can be detected if the results for the different operational definitions converge.