The locations of transcription and translation of mRNA in eukaryotic cells are spatially separated by the nuclear envelope (NE). Plenty of nuclear pore complexes (NPCs) embedded in the NE function as the major gateway for the export of transcribed mRNAs from the nucleus to the cytoplasm. Whereas the NPC, perhaps one of the largest protein complexes, provides a relatively large channel for macromolecules to selectively pass through it in inherently three-dimensional (3D) movements, this channel is nonetheless below the diffraction limit of conventional light microscopy. A full understanding of the mRNA export mechanism urgently requires real-time mapping of the 3D dynamics of mRNA in the NPC of live cells with innovative imaging techniques breaking the diffraction limit of conventional light microscopy. Recently, super-resolution fluorescence microscopy and single-particle tracking (SPT) techniques have been applied to the study of nuclear export of mRNA in live cells. In this review, we emphasize the necessity of 3D mapping techniques in the study of mRNA export, briefly summarize the feasibility of current 3D imaging approaches, and highlight the new features of mRNA nuclear export elucidated with a newly developed 3D imaging approach combining SPT-based super-resolution imaging and 2D-to-3D deconvolution algorithms.