The article addresses the issue of empirical investigation of individualization in life-course. The theory of individualization implies that the significance of social structure in individual life-course diminishes, giving way to the agency of personal preferences and skills. Thus, the theory raises an issue of structure-agency dynamics in life-course, and poses a methodological challenge for research design to take both social structualization and individual action into account. Empirical research on individualization varies in how it meets this challenge. The review streamlines the main topics, the analytical tools, and the empirical evidence from this research. We identify three main currents in empirical research on individualization. Firstly, the research is concerned with the changing role of agency in life-course, raising a question of its significance vis-à-vis structure. Secondly, individualization is approached through the lens of a social inequality critique; this type of research investigates socio-economic- and gender-patterning in individualization. Finally, individualization is understood as a leading principle of modern labor markets, and social welfare institutions. The article highlights the inconsistencies and tensions in the empirical evidence. On the micro-level, individualization manifests itself as a change in biographical orientations, that is, the increasing value of independence, ambition, and flexibility encouraged by modern labor markets and social safety-net design. On the macro-level, it is embodied in the increasing differentiation and destandardization in life-course. Yet, an ability to make biographical plans a reality continues to depend on social conditions. The article discusses the analytical categories which help comprehend these tensions; structured individualization, default/passive and developing/active individualization, and biographical surfing. The scope of the review goes beyond youth studies where the issue of individualization is the most commonly discussed, and spans empirical evidence on individualization found in the sociology of adulthood and older age, and social research on the welfare state, education, and labor markets.