Reducing the dimensions of metallic nanoparticles to isolated, single atom has attracted considerable attention in heterogeneous catalysis, because it significantly improves atomic utilization and often leads to distinct catalytic performance. Through extensive research, it has been recognized that the local coordination environment of single atoms has an important influence on their electronic structures and catalytic behaviors. In this review, we summarize a series of representative systems of single-atom catalysts, discussing their preparation, characterization, and structure-property relationship, with an emphasis on the correlation between the coordination spheres of isolated reactive centers and their intrinsic catalytic activities. We also share our perspectives on the current challenges and future research promises in the development of single-atom catalysis. With this article, we aim to highlight the possibility of finely tuning the catalytic performances by engineering the coordination spheres of single-atom sites and provide new insights into the further development for this emerging research field.