Biomolecules such as proteins and nucleic acids play critical roles in biological processes. Traditional molecular biological experimental techniques usually measure the properties of an ensemble of molecules. The detected signal originates from the average response of large number of molecules, which often conceals the detailed dynamic information about conformational transitions. In addition, many biomolecules, such as cytoskeleton proteins and molecular motors, are subjected to stretching forces or are able to generate force while playing their biological roles in vivo. It is difficult for traditional experimental methods to be used to study the mechanical response of biomolecules. Single molecule manipulation techniques developed in recent twenty years are capable of manipulating and measuring the property of single molecule. Especially, the force response of single molecule can be measured in high precision. The most popular single molecular manipulation techniques are atomic force microscope, optical tweezers, and magnetic tweezers. Here we introduce the principle, capability of force and extension measurement, spatial and temporal resolutions of these three techniques. Applications of single molecular manipulation techniques in the conformation transitions of DNA, protein, and their interactions, and mechanism of molecular motors will be briefly reviewed. This review will provide a useful reference to biologists to learn and use single molecular manipulation techniques to solve biological problems.