We have developed a bright, photostable, and far-red emitting fluorescent phosphoglycerolipid analogue to probe diffusion characteristics of lipids in membranes. The lipid analogue consists of a saturated (C18) phosphoethanolamine and a hydrophilic far-red emitting fluorescent dye (KK114) that is tethered to the head group by a long polyethylenglycol linker. In contrast to reported far-red emitting fluorescent lipid analogues, this one partitions predominantly into liquid ordered domains of phase-separated ternary bilayers. We performed fluorescence correlation spectroscopy with a super-resolution STED microscope (STED-FCS) to measure the lateral diffusion of the new lipid analogue in the liquid ordered (Lo) and disordered (Ld) phase. On a mica support, we observed micrometer large phases and found that the lipid analogue diffuses freely on all tested spatial scales (40–250 nm) in both the Ld and Lo phase with diffusion coefficients of 1.8 μm² s⁻¹ and 0.7 μm² s⁻¹, respectively. This indicates that the tight molecular packing of the Lo phase mainly slows down the diffusion rather than causing anomalous sub-diffusion. The same ternary mixture deposited on acid-cleaned glass forms Lo nano-domains of <40 nm to 300 nm in diameter as only revealed by STED microscopy, which demonstrates the severe influence of interactions with the substrate on the sizes of domains in membranes. When averaging over different positions, STED-FCS measurements on such glass supported membranes displayed anomalous sub-diffusion. This anomaly can be attributed to a transient partitioning of the lipid analogue into the nano-domains, where diffusion is slowed down. Our results suggest that STED-FCS in combination with a Lo-partitioning fluorescent lipid analogue can directly probe the presence of Lo nano-domains, which in the future should allow the study of potential lipid rafts in live-cell membranes.