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Diamond nanoparticles (nanodiamonds) have been recently proposed as new labels for cellular imaging. For small nanodiamonds (size <40 nm), resonant laser scattering and Raman scattering cross sections are too small to allow single nanoparticle observation. Nanodiamonds can, however, be rendered photoluminescent with a perfect photostability at room temperature. Such a remarkable property allows easier single-particle tracking over long time scales. In this work, we use photoluminescent nanodiamonds of size <50 nm for intracellular labeling and investigate the mechanism of their uptake by living cells. By blocking selectively different uptake processes, we show that nanodiamonds enter cells mainly by endocytosis, and converging data indicate that it is clathrin-mediated. We also examine nanodiamond intracellular localization in endocytic vesicles using immunofluorescence and transmission electron microscopy. We find a high degree of colocalization between vesicles and the biggest nanoparticles or aggregates, while the smallest particles appear free in the cytosol. Our results pave the way for the use of photoluminescent nanodiamonds in targeted intracellular labeling or biomolecule delivery.