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All processes involving molecular systems entail a balance between associated enthalpic and entropic changes. Molecular dynamics simulations of the end‐points of a process provide in a straightforward way the enthalpy as an ensemble average. Obtaining absolute entropies is still an open problem and most commonly pathway methods are used to obtain free energy changes and thereafter entropy changes. The kth nearest neighbor (kNN) method has been first proposed as a general method for entropy estimation in the mathematical community 20 years ago. Later, it has been applied to compute conformational, positional–orientational, and hydration entropies of molecules. Programs to compute entropies from molecular ensembles, for example, from molecular dynamics (MD) trajectories, based on the kNN method, are currently available. The kNN method has distinct advantages over traditional methods, namely that it is possible to address high‐dimensional spaces, impossible to treat without loss of resolution or drastic approximations with, for example, histogram‐based methods. Application of the method requires understanding the features of: the kth nearest neighbor method for entropy estimation; the variables relevant to biomolecular and in general molecular processes; the metrics associated with such variables; the practical implementation of the method, including requirements and limitations intrinsic to the method; and the applications for conformational, position/orientation and solvation entropy. Coupling the method with general approximations for the multivariable entropy based on mutual information, it is possible to address high dimensional problems like those involving the conformation of proteins, nucleic acids, binding of molecules and hydration. This article is categorized under:Molecular and Statistical Mechanics > Free Energy MethodsTheoretical and Physical Chemistry > Statistical MechanicsStructure and Mechanism > Computational Biochemistry and Biophysics [ABSTRACT FROM AUTHOR]