Three-dimensional real-time tracking of single light emitters is an emerging tool for the assessment of biological processes such as axonal transport, for which high spatiotemporal resolution can provide invaluable insights into molecular motor detailed dynamics. We report the use of second harmonic generation from nonlinear nanocrystals in conjunction with holograms dynamically displayed on a digital micromirror device to steer the excitation laser focus in 3D around the particle on a specific pattern. The particle position is inferred from the collected intensities by using a maximum likelihood approach. The holograms are also used to compensate for the optical aberrations of the optical system. Our device achieves superlocalization precision of nanocrystals down to 5 nm. Experiments were performed at sampling rates up to ≈700 Hz, limited by the digital micromirror device refreshing rate. We also demonstrate the device ability to track the free diffusion of nonlinear nanocrystals over tens of micrometers with velocities as high as 30 μm•s −1 , and the directed motion of particles endocytosed by neuronal cells and transported within neurites.