AbstractIn single‐molecule microscopy, a big question is how precisely we can estimate the location of a single molecule. Our research shows that by using iterative localisation microscopy and factoring in the prior information, we can boost precision and reduce the number of photons needed. Leveraging the Van Trees inequality aids in determining the optimal precision achievable. Our approach holds promise for wider application in discerning the optimal precision across diverse imaging scenarios, encompassing various illumination strategies, point spread functions and overarching control methodologies.