Mesoporous materials have a high potential for a number of different applications in Materials Science such as in molecular sieving, as masks for the formation of nanometre-sized metallic wires, as novel drug-delivery systems or as advanced host systems for catalysis. For many of these applications a thorough understanding of the interaction of guest molecules within the host matrix is required. In this tutorial review, we cover recent single-molecule experiments that allow the investigation of host–guest dynamics with unprecedented detail. We will show how molecules diffusing in samples with (almost) perfect domain ordering still show a large heterogeneity in their mobility and interaction with the host. With the presented methodology it is now possible to dramatically improve our understanding of host–guest interactions and in return develop new nano-structured mesoporous materials with properties optimised for a certain application.