Plasma membranes are highly dynamic structures, with key molecular interactions underlying their functionality occurring at nanometre scales. A fundamental challenge in biology is to observe these interactions in living cells. Although fluorescence microscopy has enabled advances in characterizing molecular distributions in cells, optical techniques are restricted by the diffraction limit. We address this limitation with an approach based on zero-mode waveguides (ZMWs), which are optical nanostructures that confine fluorescence excitation to sub-diffraction volumes. Successful use of ZMWs with cell membranes is reported in this paper. We demonstrate that plasma membranes from live cells penetrate these nanostructures. Cellular exploration of the nanoapertures depends heavily on actin filaments but not on microtubules. Thus, membranes enter the confined excitation volume, and diffusion of individual fluorescent lipids can be monitored. Through fluorescence correlation spectroscopy, we compared DiIC₁₂ and DiIC₁₆ fluorescent labels incorporated into plasma membranes and found distinctive diffusion behaviours. These results show that the use of optical nanostructures enables the measurement of membrane events with single molecule resolution in sub-diffraction volumes.