Drying usually results in various types of particle morphology that influence the properties and the functionality of powders. Understanding how the final shape of the particle is formed is therefore a key issue for industrial applications. However, it is difficult to carry out relevant studies and interpret them on an industrial scale, mainly because of the complexity and scale of the drying operation and the difficulty of monitoring drying parameters in situ. To overcome these difficulties, experiments are currently performed with the simplest system conceivable: drying of a single droplet in a controlled environment. Different approaches are available in the literature in order to study the drying of a single droplet, from a sessile droplet to a free-flying droplet. This review aims to illustrate results obtained with these experiments, and their key contributions to fundamental and applied understanding of drying (or evaporation) phenomena are discussed. It is shown that investigation of a single droplet may be a key approach to spray drying in order to improve understanding of the chemical and physical mechanisms involved in particle processing and governing the properties of the final particle.