Three-photon fluorescence microscopy (3PFM) is a promising brain research tool with submicrometer spatial resolution and high imaging depth. However, only limited materials have been developed for 3PFM owing to the rigorous requirement of the three-photon fluorescence (3PF) process. Herein, under the guidance of a band gap engineering strategy, CdTe/CdSe/ZnS quantum dots (QDs) emitting in the near-infrared window are designed for constructing 3PF probes. The formation of type II structure significantly increased the three-photon absorption cross section of QDs and caused the delocalization of electron-hole wave functions. The time-resolved transient absorption spectroscopy confirmed that the decay of biexcitons was significantly suppressed due to the appropriate band gap alignment, which further enhanced the 3PF efficiency of QDs. By utilizing QD-based 3PF probes, high-resolution 3PFM imaging of cerebral vasculature was realized excited by a 1600 nm femtosecond laser, indicating the possibility of deep brain imaging with these 3PF probes.