Intracellular transport is the basis for the transfer of matter, energy, and information in cells and is critical to many cellular functions. Within the nonequilibrium environment of living cells, the transport behaviours are far from the traditional motion in liquid but are more complex and active. With the advantage of high spatial and temporal resolution, the single-particle tracking (SPT) method is widely utilized and has achieved great advances in revealing intracellular transport dynamics. This review describes intracellular transport from a physical perspective and classifies it into two modes: diffusive motion and directed motion. The biological functions and physical mechanisms for these two transport modes are introduced. Next, we review the principle of SPT and its advances in two aspects of intracellular transport. Finally, we discuss the prospect of near infrared SPT in exploring thein vivointracellular transport dynamics.