While most of the fluorescent nanoparticles used in stimulated emission depletion (STED) microscopy have a long excitation wavelength, many applications need shorter wavelength fluorophores, which are yet to be developed for STED microscopy applications. Here, three kinds of fluorescent nanoparticles, namely silica nanoparticles (NFv465), fluoro-max blue aqueous fluorescent nanoparticles (FBs) and light yellow nanoparticles (LYs) with short excitation wavelength in violet band have been studied to assess whether they are applicable in STED microscopy. The experimental configuration utilizes a 405 nm continuous wave (CW) laser as excitation beam and a 532 nm CW laser as depletion beam. We compare the photostability, photobleaching and depletion efficiency of three kinds of fluorescent nanoparticles in a series of experiments. Light yellow nanoparticles are proved to be a good candidate as fluorophore in STED microscopy.