How can i render only one object but still have the rest affecting it? Is there any way in blender, to render only one object from this big scene but still have the rest of the objects affecting it ?

I need to change material to this small piece but i dont wanna render the rest of the scene again. (its big)
You can toggle object visibility at render:



Or play for each object with Cycles settings (here in 2.79):



[EDIT]

You can also render just a portion of the screen (CTRL-B on 2.79, then draw the box around your object) which can work mostly if your object doesn't move much in an animation. 

For batching Cycles settings, I guess a python script would work, but that's above my current paygrade.

You can probably find an easy way to run through the objects list and set cycles_visibility.diffuse, cycles_visibility.camera, etc.