Correlative imaging of fluorescence microscopy and soft X-ray microscopy plays a crucial role in exploring the relationship between structure and function in cellular biology. However, the current correlative imaging methods are limited either to off-line or low-resolution fluorescence imaging. In this study, we developed an integrated on-line cryogenic photoactivated localization microscopy (cryo-PALM) system at a soft X-ray microscopy station. This design eliminates some critical issues such as sample damage and complex post-correlation arising from transferring samples between different cryostages. Furthermore, we successfully achieved correlative imaging of cryopreserved near-native cells, with a resolution of about 50 nm of cryo-PALM. Therefore, the developed on-line correlation imaging platform provides a powerful tool for investigating the intricate relationship between structure and function in biological and molecular interactions, as well as in other life science disciplines.