Given an untrimmed video, temporal sentence localization (TSL) aims to localize a specific segment according to a given sentence query. Though respectable works have made decent achievements in this task, they severely rely on dense video frame annotations, which require a tremendous amount of human effort to collect. In this paper, we target another more practical and challenging setting: one-shot temporal sentence localization (one-shot TSL), which learns to retrieve the query information among the entire video with only one annotated frame. Particularly, we propose an effective and novel tree-structure baseline for one-shot TSL, called Multiple Hypotheses Segment Tree (MHST), to capture the query-aware discriminative frame-wise information under the insufficient annotations. Each video frame is taken as the leaf-node, and the adjacent frames sharing the same visual-linguistic semantics will be merged into the upper non-leaf node for tree building. At last, each root node is an individual segment hypothesis containing the consecutive frames of its leaf-nodes. During the tree construction, we also introduce a pruning strategy to eliminate the interference of query-irrelevant nodes. With our designed self-supervised loss functions, our MHST is able to generate high-quality segment hypotheses for ranking and selection with the query. Experiments on two challenging datasets demonstrate that MHST achieves competitive performance compared to existing methods.