MOTIVATION: Dimensionality reduction is a key step in the analysis of single-cell RNA-sequencing data. It produces a low-dimensional embedding for visualization and as a calculation base for downstream analysis. Nonlinear techniques are most suitable to handle the intrinsic complexity of large, heterogeneous single-cell data. However, with no linear relation between gene and embedding coordinate, there is no way to extract the identity of genes driving any cell's position in the low-dimensional embedding, making it difficult to characterize the underlying biological processes. RESULTS: In this article, we introduce the concepts of local and global gene relevance to compute an equivalent of principal component analysis loadings for non-linear low-dimensional embeddings. Global gene relevance identifies drivers of the overall embedding, while local gene relevance identifies those of a defined sub-region. We apply our method to single-cell RNA-seq datasets from different experimental protocols and to different low-dimensional embedding techniques. This shows our method's versatility to identify key genes for a variety of biological processes. AVAILABILITY AND IMPLEMENTATION: To ensure reproducibility and ease of use, our method is released as part of destiny 3.0, a popular R package for building diffusion maps from single-cell transcriptomic data. It is readily available through Bioconductor. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.