STIM1 (a Ca2+ sensor in the endoplasmic reticulum (ER) membrane) and Orai1 (a pore-forming subunit of the Ca2+-release-activated calcium channel in the plasma membrane) diffuse in the ER membrane and plasma membrane, respectively. Upon depletion of Ca2+ stores in the ER, STIM1 translocates to the ER-plasma membrane junction and binds Orai1 to trigger store-operated Ca2+ entry. However, the motion of STIM1 and Orai1 during this process and its roles to Ca2+ entry is poorly understood. Here, we report real-time tracking of single STIM1 and Orai1 particles in the ER membrane and plasma membrane in living cells before and after Ca2+ store depletion. We found that the motion of single STIM1 and Orai1 particles exhibits anomalous diffusion both before and after store depletion, and their mobility—measured by the radius of gyration of the trajectories, mean-square displacement, and generalized diffusion coefficient—decreases drastically after store depletion. We also found that the measured displacement distribution is non-Gaussian, and the non-Gaussian parameter drastically increases after store depletion. Detailed analyses and simulations revealed that single STIM1 and Orai1 particles are confined in the compartmentalized membrane both before and after store depletion, and the changes in the motion after store depletion are explained by increased confinement and polydispersity of STIM1-Orai1 complexes formed at the ER-plasma membrane junctions. Further simulations showed that this increase in the confinement and polydispersity after store depletion localizes a rapid increase of Ca2+ influx, which can facilitate the rapid activation of local Ca2+ signaling pathways and the efficient replenishing of Ca2+ store in the ER in store-operated Ca2+ entry.