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):
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.