Understanding the localization and the interactions of biomolecules at the nanoscale and in the cellular context remains challenging. Electron microscopy (EM), unlike light-based microscopy, gives access to the cellular ultrastructure yet results in grey-scale images and averts unambiguous (co-)localization of biomolecules. Multimodal nanoparticle-based protein labels for correlative cathodoluminescence electron microscopy (CCLEM) and energy-dispersive X-ray spectromicroscopy (EDX-SM) are presented. The single-particle STEM-cathodoluminescence (CL) and characteristic X-ray emissivity of sub-20 nm lanthanide-doped nanoparticles are exploited as unique spectral fingerprints for precise label localization and identification. To maximize the nanoparticle brightness, lanthanides are incorporated in a low-phonon host lattice and separated from the environment using a passivating shell. The core/shell nanoparticles are then functionalized with either folic (terbium-doped) or caffeic acid (europium-doped). Their potential for (protein-)labeling is successfully demonstrated using HeLa cells expressing different surface receptors that bind to folic or caffeic acid, respectively. Both particle populations show single-particle CL emission along with a distinctive energy-dispersive X-ray signal, with the latter enabling color-based localization of receptors within swift imaging times well below 2 min per 2 while offering high resolution with a pixel size of 2.78 nm. Taken together, these results open a route to multi-color labeling based on electronspectromicroscopy.