Although we can increasingly measure transcription, chromatin, methylation, etc. at single cell resolution, most assays survey only one aspect of cellular biology. Here we describe sci-CAR, a combinatorial indexing-based co-assay that jointly profiles chromatin accessibility and mRNA in each of thousands of single cells. As a proof-of-concept, we apply sci-CAR to 4,825 cells comprising a time-series of dexamethasone treatment, as well as to 11,296 cells from the adult mouse kidney. With the resulting data, we compare the pseudotemporal dynamics of chromatin accessibility and gene expression, reconstruct the chromatin accessibility profiles of cell types defined by RNA profiles, and link cis-regulatory sites to their target genes on the basis of the covariance of chromatin accessibility and transcription across large numbers of single cells.