Techniques such as single-particle tracking allow the characterization of the movements of single or very few molecules. Features of the molecular trajectories, such as confined diffusion or directed transport, can reveal interesting biological interactions, but they can also arise from simple Brownian motion. Careful analysis of the data, therefore, is necessary to identify interesting effects from pure random movements. A method was developed to detect temporary confinement in the trajectories of membrane proteins that cannot be accounted for by Brownian motion. This analysis was applied to trajectories of two lipid-linked members of the immunoglobulin superfamily, Thy-1 and a neural cell adhesion molecule (NCAM 125), and the results were compared with those for simulated random walks. Approximately 28% of the trajectories for both proteins exhibited periods of transient confinement, which were < 0.07% likely to arise from random movements. In contrast to these results, only 1.5% of the simulated trajectories showed confined periods. Transient confinement for both proteins lasted on average 8 s in regions that were approximately 280 nm in diameter.