Tumour heterogeneity refers to the fact that different tumour cells can show distinct morphological and phenotypic profiles, including cellular morphology, gene expression, metabolism, motility, proliferation, and metastatic potential. This phenomenon occurs both between tumours (inter-tumour heterogeneity) and within tumours (intra-tumour heterogeneity), and it is caused by genetic and non-genetic factors. The heterogeneity of cancer cells introduces significant challenges in using molecular prognostic markers as well as for classifying patients that might benefit from specific therapies. Thus, research efforts for characterizing heterogeneity would be useful for a better understanding of the causes and progression of disease. It has been suggested that the study of heterogeneity within Circulating Tumour Cells (CTCs) could also reflect the full spectrum of mutations of the disease more accurately than a single biopsy of a primary or metastatic tumour. In the last years many high throughput methodologies have raised for the study of heterogeneity at different levels (i.e.: RNA, DNA, protein, epigenetic events). The aim of the current review is to stress clinical implications of tumour heterogeneity, as well as current available methodologies for their study with a specific attention to those able to assess heterogeneity at the single cell level.