Superconductivity is a fascinating electronic order in which electrons pair up due to an attractive interaction and condense in a macroscopic quantum state that can carry dissipationless currents, i.e. supercurrents. In hybrid structures where superconductors (S) are put in contact with non-superconducting material (X), electronic pairs propagating from the superconductor "contaminate" the nonsuperconducting material conferring it superconducting-like properties close to the interface, among which the ability to carry supercurrent. This "contamination", known as the superconducting proximity effect is a truly generic phenomenon. The transmission of a supercurrent through any S-X-S structure is explained by the constructive interference of pairs of electrons traversing X. Indeed, much as in an optical Fabry-Perot resonator, such constructive interference of electronic pairs occurs only for special resonant electronic states in X, known as the Andreev Bound States (ABS). In the recent years it has been possible to fabricate a variety of nanostructures in which X could be for instance nanowires, carbon nanotubes or even molecules. Such devices have in common that their X contains only few conduction electrons which implies that ABS are also in small number. In this case, if one wants to quantitatively understand proximity effect in these systems, it is necessary to understand in detail how individual ABS form. This can be seen as a central question in the development of nanoscale superconducting electronics. In this thesis, we observed individual ABS by tunneling spectroscopy in a carbon nanotube.