High-angle annular dark-field scanning transmission electron microscope (HAADF-STEM) observation of Xe precipitates embedded in crystalline membranes has been made using electron probes of atomic dimensions and HAADF-STEM images of Xe precipitates qualitatively different from conventional TEM observation results have been obtained. Multislice-based HAADF-STEM simulation has been made and it has been revealed that the intensity of images of Xe atoms at positions displaced from Al matrix columns decreases rapidly as the thickness increases. Even in a thin specimen, the off-site Xe atoms of the precipitate at deep locations, were not observable. Therefore, different images are expected for specimens of different thicknesses or depths of these precipitates. These results indicate that the observation of precipitates in crystalline membranes requires some care.