The development of imaging techniques beyond the diffraction limit has paved the way for detailed studies of nanostructures and molecular mechanisms in biological systems. Imaging thicker samples, such as mammalian cells and tissue, in all three dimensions, is challenging due to increased background and volumes to image. Light sheet illumination is a method that allows for selective irradiation of the image plane, and its inherent optical sectioning capability allows for imaging of biological samples with reduced background, photobleaching, and photodamage. In this review, we discuss the advantage of combining single-molecule imaging with light sheet illumination. We begin by describing the principles of single-molecule localization microscopy and of light sheet illumination. Finally, we present examples of designs that successfully have married single-molecule super-resolution imaging with light sheet illumination for improved precision in mammalian cells.