A proper knowledge of the vertical organization of the phytoplankton is of fundamental importance for our understanding of the functions of pelagic ecosystems. Essential in this context is the existence of vertical gradients in environmental parameters. However, little is known about how the fine vertical structures of phytoplankton species are formed and maintained. In situ study of phytoplankton is biased by the fact that submersing instruments can disturb or even destroy the fine vertical gradients in species composition and/or cell numbers. We have designed and constructed an optical instrumentation system by which fine-scale vertical displacements of microalgae can be studied in an artificial water column without influencing fine physical, chemical, and biological structures of the water column. This enables us to find out more about the fine-scale behavioral responses of microalgae to vertical gradients in environmental parameters. We describe the main system, present some test results, and conclude that our optical system is able to reveal fine-scale vertical displacements of microalgae in an artificial water column and that the system can detect differences in cell densities down to 100 cells·mL−1.