With forty years of developments, bio-macromolecule cryo-electron microscopy has met its revolution of resolution and is playing a very important role in structural biology study. According to different specimen states, cryo-electron microscopy (cryo-EM) involves three specific techniques, single particle analysis (SPA), electron tomography and sub-tomogram averaging, and electron diffraction. All these three techniques have not realized their full potentials of solving structures of bio-macromolecules and therefore need to be developed in the future. In this review, the current existing bottlenecks of cryo-EM SPA are discussed with theoretical analysis, which includes air-water interface during specimen cryo-vitrification, bio-macromolecular conformational heterogeneity, focus gradient within thick specimen, and electron radiation damage. Besides, potential solutions of these bottlenecks are proposed and discussed, which are worthy of further investigations in the future.