High-throughput single-cell technologies provide an unprecedented view into cellular heterogeneity, yet they pose new challenges in data analysis and interpretation. In this protocol, we describe the use of Spanning-tree Progression Analysis of Density-normalized Events (SPADE), a density-based algorithm for visualizing single-cell data and enabling cellular hierarchy inference among subpopulations of similar cells. It was initially developed for flow and mass cytometry single-cell data. We describe SPADE's implementation and application using an open-source R package that runs on Mac OS X, Linux and Windows systems. A typical SPADE analysis on a 2.27-GHz processor laptop takes ∼5 min. We demonstrate the applicability of SPADE to single-cell RNA-seq data. We compare SPADE with recently developed single-cell visualization approaches based on the t-distribution stochastic neighborhood embedding (t-SNE) algorithm. We contrast the implementation and outputs of these methods for normal and malignant hematopoietic cells analyzed by mass cytometry and provide recommendations for appropriate use. Finally, we provide an integrative strategy that combines the strengths of t-SNE and SPADE to infer cellular hierarchy from high-dimensional single-cell data.