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Nervous systems are useful in one way because they allow for integration of complex information. They are also useful because they transmit information very rapidly, over a large distance.

However, that last function can be done without an actual nervous system; presumably, all you need is one cell. Some individual sensory neurons can transmit an impulse at 120 m/s, which in and of itself would be useful in many circumstances.

So, are there any species that have only one neuron? There may have been many one-neuron creatures in the early days of animal evolution, but it's also possible that nerve nets appeared together, as a unit. I also suppose there are some small multicellular organisms that have a single excitable cell, but it's up for debate whether we should call those "neurons" or not.

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In evolution things don't just pop into existence. So, it's unlikely that a single neuron originated by itself. The question is, what would that neuron do? It would communicate to at least one other cell, right? Otherwise the transmitted signal would be lost and useless. And where is the signal coming from? Neurons generate signals either by receiving signals from other neurons or, for specialized sensory receptors, through some changes in the environment. The receiving cell could be a muscle cell, so your minimal network would consist of a sensory neuron and a muscle cell. Upon a detected change in the environment, the neuron would signal the muscle to contract.

In evolutionary basic organisms we can find action potential like excitability and synapse-like cell-cell contacts in non-neuronal cell types. This hints towards a step-wise development of these functions before actual neurons arose (wiki, paper). Even one-cell-organisms have neuron-like features (sensory input dependent polarization, intracellular signal propagation, coordinated movement). If cell-cell communication or excitability are not limited to neurons, what makes a neuron a neuron? This is also a matter of definition, as discussed in the paper mentioned above.

What makes neurons unique is their property to propagate signals in a network. That's why the neuronal nets of jellyfish are usually seen as the first appearance of neurons in the evolutionary tree. While organisms without a nervous system are able to respond to their environment by signal transmission between non-neuronal cells, I am not aware of any organism that possess only a single cell which we would now call a neuron. At the stage where neurons arose, animals were already a more complex arrangement of specialized cells for different functions. You would therefore assume, that also the neuronal predecessors were a group of cells within the organism.

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Expanding on @Frieke's answer, evolution often adapts old functions for new processes. So, just as how membrane polarization is useful in unicellular organisms (Irazoqui and Lew, 2004) but can be exploited for neuronal depolarization, vesicular release also has unicellular prototypes (Oliveira et al., 2010) that preface eukaryotic neurotransmitter release. And, as (Bucher and Anderson, 2015) in Frieke's answer states, this vesicular release largely uses the same proteins and machinery in prokaryotes and neurons.

Another way that single celled organisms can be thought of like neurons is that, just as how a brain is formed of a network of neurons releasing neurotransmitters onto each other, prokaryotes too can ostensibly form neural networks with individual cells communicating with one another Wiki; (Cohen et al., 1999). Think of a soup of bacteria that receives and integrates information en masse.

But no, I think it would be misguided to say that a single celled organism could be called a neuron but that's not to say it can't have homologous functions and roles.

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