Many cellular responses lead to subtle changes on the molecular level, demanding not only for a superior spatial resolution of the analyzing method but also for the sensitivity to monitor single molecules over time and space. The combination of STED microscopy with single-molecule sensitive fluorescence-detection tools such as Fluorescence Correlation Spectroscopy (FCS) as well as the fast spatio-temporal tracking of single labeled molecules (single-particle tracking, SPT) allows for the disclosure of complex dynamical processes otherwise impeded by the limited spatial resolution of conventional far-field microscopy. For example, STED-FCS or SPT offered us to gain novel insights into important cellular processes, such as lipid-lipid, lipid-protein, and protein-protein interactions and the formation of so-called “lipid-rafts” in the cellular plasma membrane. These molecular interactions play an important role in the cellular immune response. We will therefore apply and further develop the STED-FCS and SPT nanoscopy techniques to highlight important molecular processes on the plasma membrane as well as inside the cell during immunological reactions.