The major aim of this manuscript is to bring together two important topics that have recently received much attention in child and adolescent research, albeit separately from each other: single-case experimental designs and statistical mediation analysis. Single-case experimental designs (SCEDs) are increasingly recognized as a valuable alternative for Randomized Controlled Trials (RCTs) to test intervention effects in youth populations. Statistical mediation analysis helps provide understanding about the most potent mechanisms of change underlying youth intervention outcomes. In this manuscript we: (i) describe the conceptual framework and outline desiderata for methods for mediation analysis in SCEDs; (ii) describe the main aspects of several data-analytic techniques potentially useful to test mediation in SCEDs; (iii) apply these methods to a single-case treatment data set from one clinically anxious client; and (iv) discuss pros and cons of these methods for testing mediation in SCEDs, and provide future directions.