Single molecule studies, where science and engineering meet, apply the tools and measurement techniques of nanoscale physics and chemistry to generate remarkable new insights into how physical, chemical, and biological systems function. It permits direct observation of molecular behavior that can be obscured by ensemble averaging and enables the study of important problems ranging from the fundamental physics of electronic transport in single molecule junctions and biophysics of single molecule interactions, such as the energetics and non-equilibrium transport mechanisms in single molecule junctions and the energy landscape of biomolecular reactions, associated lifetimes, and free energy, to the study and design of single molecules as devices-molecular wires, rectifiers and transistors and high‐affinity, and anti‐cancer drugs. We have developed a Scanning Probe Microscopy (SPM) based nanotechnology toolbox to capture single molecules and tackle some of the thorniest problems that cannot be achieved otherwise. I will describe our studies using our pioneered highly integrated SPM-based approaches to (1) simultaneously fabricate, control, modulate, and monitor the electronic and mechanical properties of molecular junction devices at the single-molecule level. (2) Probe the biophysical mechanism of single‐molecule interactions, including the binding affinity and specificity. Our recent research examples will be used in the discussions.