We evaluated the depth resolution of annular dark-field (ADF) scanning confocal electron microscopy (SCEM) with a stage-scanning system by observation of nanoparticles. ADF-SCEM is a three-dimensional (3D) imaging technique that we recently proposed. An ADF-SCEM instrument involves a pinhole aperture before a detector for rejecting electrons from the out-of-focal plane in a specimen and an annular aperture under the specimen for collecting only scattered electrons. The stage-scanning system enables us to directly obtain optical slice images perpendicular and parallel to an optical axis at a desired position. In particular, the parallel slices visualize the elongation of nanoparticles along the optical axis, which depends on the depth resolution. ADF-SCEM effectively reduced the elongation length of the nanoparticles sufficiently to demonstrate depth sectioning, in comparison with scanning transmission electron microscopy and bright-field SCEM. The experimentally obtained length was nearly equal to the theoretically estimated one from the probe size considering the experimental conditions. Furthermore, we applied this ADF-SCEM technique to analysis of the 3D position of catalytic nanoparticles on carbon nanostructures.