Single particle tracking is a powerful tool to study single molecule dynamics in living biological samples. However, current tracking techniques, which are based mainly on epifluorescence, confocal, or TIRF microscopy, have difficulties in tracking single molecules on the apical surface of a cell. We present here a three-dimensional (3D) single particle tracking technique that is based on prism coupled light-sheet microscopy (PCLSM). This novel design provides a signal-to-noise ratio comparable to confocal microscopy while it has the capability of illuminating at arbitrary depth. We demonstrate tracking of single EGF molcules on the apical surface of live cell membranes from their binding to EGF receptors until they are internalized or photobleached. We found that EGF exhibits multiple diffusion behaviors on live A549 cell membranes. At room temperature, the average diffusion coefficient of EGF on A549 cells was measured to be 0.13 μm(2)/s. Depletion of cellular cholesterol with methyl-β-cyclodextrin leads to a broader distribution of diffusion coefficients and an increase of the average diffusion coefficient at room temperature. This light-sheet based 3D single particle tracking technique solves the technique difficulty of tracking single particles on apical membranes and is able to document the whole "lifetime" of a particle from binding till photobleaching or internalization.