Observing dynamics at the nanoscale requires submillisecond time resolution. Notably, in studying biological systems, three-dimensional (3D) trajectories of fluorescently labeled objects such as viruses or transport vesicles often need to be acquired with high temporal resolution. Here, we present a novel instrument that combines scanning-free multiplane detection at 3.2 kHz frame rate and single photon sensitivity with optimized beam-steering capabilities. This setup enables ultrafast 3D localization with submillisecond time resolution and nanometer localization precision. We demonstrate 3D tracking of single fluorescent particles at speeds of up to 150 nm/ms over several seconds and large volumes. By focused excitation of only the particle of interest, while avoiding confocal pinholes, the system realizes maximum detection efficiency at minimal laser irradiation. These features, combined with the avoidance of stage movement, provide high live-sample compatibility for future biomedical applications.