The modern methods of research of biological molecules whose application led to the development of a new field of science, biophysics of single molecules, are reviewed. The measurement of the characteristics of single molecules enables one to reveal their individual features, and it is just for this reason that much more information can be obtained from one molecule than from the entire ensample of molecules. The high sensitivity of the methods considered in detail makes it possible to come close to the solution of the basic problem of practical importance, namely, the determination of the nucleotide sequence of a single DNA molecule.