We have investigated three-dimensional distribution and diffusion behaviors of single guest dyes in 1-µm thick films of poly(2-hydroxyethyl acrylate) (PHEA) by using astigmatism imaging method. Perylene diimide derivative (BP-PDI) in the PHEA films localized along the Z-axis at ca. Z = 600-700nm distant from the interface (Z = 0) between PHEA and glass substrate. This Z-localization was not observed in different polymer films of poly(methyl methacrylate) (PMMA), poly(methyl acrylate) (PMA), and polystyrene (PSt). Because the glass transition temperature of the PHEA is lower than the room temperature, BP-PDI in the PHEA films exhibited Brownian motion, normal diffusion on the XY plane and confined motion along the Z-direction. For elucidating the mechanism of the peculiar localization of the guest dyes along film thickness in the PHEA films, we measured diffusion behaviors of different dyes, R6G and Atto 488, in 1-µm thick PHEA films, obtaining result that the Z-distributions of the dyes were overall similar to that of BP-PDI. The result indicates that the Z-localization of the guest dyes should be ascribed not to the interaction between glass surface and guest dye but mainly to the Z-dependent property of the PHEA film. Indeed, the lateral diffusion coefficients of the guest dyes depended on their Z-positions.