Hydrogen, a renewable and outstanding energy carrier with zero carbon dioxide emission, is regarded as the best alternative to fossil fuels. The most preferred route to large-scale production of hydrogen is by water electrolysis from the intermittent sources (e.g., wind, solar, hydro, and tidal energy). However, the efficiency of water electrolysis is very much dependent on the activity of electrocatalysts. Thus, designing high-effective, stable, and cheap materials for hydrogen evolution reaction (HER) could have a substantial impact on renewable energy technologies. Recently, single-atom catalysts (SACs) have emerged as a new frontier in catalysis science, because SACs have maximum atom-utilization efficiency and excellent catalytic reaction activity. Various synthesis methods and analytical techniques have been adopted to prepare and characterize these SACs. In this review, we discuss recent progress on SACs synthesis, characterization methods, and their catalytic applications. Particularly, we highlight their unique electrochemical characteristics toward HER. Finally, the current key challenges in SACs for HER are pointed out and some potential directions are proposed as well.