Nanoparticles (NPs) are used to encapsulate therapeutic cargos and deliver them specifically to the target site. The intracellular trafficking of NPs dictates the NP-cargo distribution within different cellular compartments, and thus governs their efficacy and safety. Knowledge in this field is crucial to understand their biological fate and improve their rational design. However, there is a lack of methods that allow precise localization and quantification of individual NPs within distinct cellular compartments simultaneously. Here, we address this issue by proposing a correlative light and electron microscopy (CLEM) method combining direct stochastic optical reconstruction microscopy (dSTORM) and transmission electron microscopy (TEM). We aim at combining the advantages of both techniques to precisely address NP localization in the context of the cell ultrastructure. Individual fluorescently-labelled poly(lactide-co-glycolide)-poly(ethylene glycol) (PLGA-PEG) NPs were directly visualized by dSTORM and assigned to cellular compartments by TEM. We first tracked NPs along the endo-lysosomal pathway at different time points, then demonstrated the effect of chloroquine on their intracellular distribution (i.e. endosomal escape). The proposed protocol can be applied to fluorescently labelled NPs and/or cargo, including those not detectable by TEM alone. Our studies are of great relevance to obtain important information on NP trafficking, and crucial for the design of more complex nanomaterials aimed at cytoplasmic/nucleic drug delivery.