The cost- and material-efficient development of next-generation catalysts would benefit greatly from a molecular-level understanding of the interaction between reagents and catalysts in chemical conversion processes. Here, we trace the conversion of alkene and glycol in single zeolite catalyst particles with unprecedented chemical and spatial resolution. Combined nonlinear Raman and two-photon fluorescence spectromicroscopies reveal that alkene activation constitutes the first reaction step toward glycol etherification and allow us to determine the activation enthalpy of the resulting carbocation formation. Considerable inhomogeneities in local reactivity are observed for micrometer-sized catalyst particles. Product ether yields observed on the catalyst are ca. 5 times higher than those determined off-line. Our findings are relevant for other heterogeneous catalytic processes and demonstrate the immense potential of novel nonlinear spectromicroscopies for catalysis research.