Lanthanide(III) (Ln$^{3+}$) complexes feature desirable luminescence properties for cell microscopy imaging but cytosolic delivery of Ln$^{3+}$ complexes and their use for 2P imaging of live cells are challenging. In this article, we describe the synthesis and spectroscopic characterizations a series of Ln$^{3+}$ complexes based on two ligands, L1 and L2, featuring an extended picolinate push-pull antennas for longer wavelength absorption and 2P absorption properties as well as a free carboxylate function for conjugation to peptides. Several cell penetrating peptide / Ln$^{3+}$ complex conjugates were then prepared with the most interesting luminescence properties, Tb(L1) and Eu(L2) and with two CPPs, ZF5.3 and TP2. A spectroscopic analysis demonstrates that the luminescence properties of the complexes are not affected by conjugation to the peptide. The conjugates were evaluated for one-photon (1P) timegated microscopy imaging, which suppresses biological background fluorescence, and 2P confocal microscopy. Whereas TP2-based conjugates were unable to enter cells, successful 1P and 2P imaging was performed with ZF5.3[Tb(L1)]. 2P confocal imaging suggests proper internalization and cytosolic delivery as expected for this CPP. Noteworthy, 2P confocal microscopy also allowed characterization of the luminescence properties of the complex (spectrum, lifetime) within the cell opening the way to functional luminescent probes for 2P confocal imaging of live cells.