Electron microscopy (EM) and fluorescence imaging are indispensable techniques that provide complementary information on cellular organization. Combining these two modalities is a long-standing challenge in bioimaging. In principle, it should be possible to use the electron beam both for ultrastructural imaging and for molecular localization. The latter could be accomplished by directly exciting suitable biomolecular labels and detecting their luminescence – a process termed cathodoluminescence (CL). Here, we achieve multicolor, single-particle CL imaging of sub-20-nm lanthanide nanocrystals (cathodophores) in the same field of view on the surface of a mammalian cell while simultaneously imaging cellular ultrastructure. In pursuit of this goal, we have developed a comprehensive framework for single-particle CL imaging of lanthanide nanocrystals. By mitigating nonlocal excitation due to secondary electrons, we achieved single-particle detection of multiple spectrally distinct types of sub-20-nm cathodophores. The smallest detectable cathodophores were ∼15 nm in diameter. We found that the CL emission rate of single nanocrystals increased monotonically with lanthanide doping level and scaled linearly with nanocrystal diameter. Furthermore, even in the absence of inert shells, cathodophores were not quenched in the context of mammalian cells processed for EM imaging using heavy-metal staining and sputter-coating. These findings establish cathodophores as promising biomolecular tags for multicolor EM. Moreover, our results inform general design rules for precise control and rational engineering of future generations of single-particle cathodoluminescent nanoprobes.