Advances in various clean energy conversion and storage technologies (e.g., fuel cells, water electrolysis, and metal-air batteries) requires catalysts that are highly active, selective, and stable. Single-atom catalysts, with their unique structure, high atom utilization and well-defined active sites, have gained considerable attention in electrocatalysis. However, their practical applications are hindered by low metal loading and too single active sites. Integrating single atoms with nanoparticles (including clusters) into a single catalytic entity (SA/NPCs) has been demonstrated to be an effective way to overcome these challegenes by synergizing different active species, thus leading to considerably enhanced catalytic performance. This review aims to provide a systematic summary of recent advances in this emerging field. First, we classify the integrated effects that contribute to the enhanced activity, selectivity, and stability of SA/NPCs into electron transfer effect, tandem effect, and parallel effect. Then, the realization and synthetic challenges of SA/NPCs are discussed based on two types of substrates, i.e., carbon- and metal-based carriers. Furthermore, we summarize and elaborate state-of-the-art applications of these catalysts in various electrochemical reactions, including oxygen reduction reaction, oxygen evolution reaction, hydrogen evolution reaction, and other emerging electrocatalytic reactions such as carbon dioxide and nitrogen reduction reactions. Finally, the challenges and opportunities associated with the development and implementation of this class of catalysts are highlighted to provide insights for future endeavors.