Visible light-sensitive $TiO_2$ and ZnO nanostructure materials have attracted great attention as the promising material for solar energy conversion systems such as photocatalysts for water splitting and environmental purification as well as nano-biosensors. Success of their applications relies on how to control their surface state behaviors related to the exciton dynamics and optoelectronic properties. In this paper, we briefly review some recent works on single nanoparticle photoluminescence (PL) technique and its application to observation of their surface state behaviors which are raveled by the conventional ensemble-averaged spectroscopic techniques. This review provides an opportunity to understand the temporal and spatial heterogeneities within an individual nanostructure, allowing for the potential use of single-nanoparticle approaches in studies of their photoenergy conversion and nano-scale optical biosensing.