Without a labeling, we demonstrated that lipid granules in leukocytes have distinctive third harmonic generation (THG) contrast. Excited by a 1230nm femtosecond laser, THG signals were generated at a significantly higher level in neutrophils than other mononuclear cells, whereas signals in agranular lymphocytes were one order smaller. These characteristic THG features can also be observed in vivo to trace the newly recruited leukocytes following lipopolysaccharide (LPS) challenge. Furthermore, using video-rate THG microscopy, we also captured images of blood cells in human capillaries. Quite different from red-blood-cells, every now and then, round and granule rich blood cells with strong THG contrast appeared in circulation. The corresponding volume densities in blood, evaluated from their frequencies of appearance and the velocity of circulation, fall within the physiological range of human white blood cell counts. These results suggested that labeling-free THG imaging may provide timely tracing of leukocyte movement and hematology inspection without disturbing the normal cellular or physiological status.