Cell migration plays important roles in many biological processes, but how migrating cells orchestrate intracellular molecules and subcellular structures to regulate their speed and direction is still not clear. Here, by characterizing the intracellular diffusion and the three-dimensional lamellipodium structures of fish keratocyte cells, we observe a strong positive correlation between the intracellular diffusion and cell migration speed and, more importantly, discover a switching of cell migration modes with reversible intracellular diffusion variation and lamellipodium structure deformation. Distinct from the normal fast mode, cells migrating in the newly-found slow mode have a deformed lamellipodium with swollen-up front and thinned-down rear, reduced intracellular diffusion and compartmentalized macromolecule distribution in the lamellipodium. Furthermore, in turning cells, both lamellipodium structure and intracellular diffusion dynamics are also changed, with left-right symmetry breaking. We propose a mechanism involving the front-localized actin polymerization and increased molecular crowding in the lamellipodium to explain how cells spatiotemporally coordinate the intracellular diffusion dynamics and the lamellipodium structure in regulating their migrations.