We report the synthesis, the structural and optical characterization of CdSe/CdS/ZnS "double shell" nanorods and their exploitation in cell labeling experiments. To synthesize such nanorods, first "dot-in-a-rod" CdSe(dot)/CdS(rod) core/shell nanocrystals were prepared. Then a ZnS shell was grown epitaxially over these CdSe/CdS nanorods, which led to a fluorescence quantum yield of the final core-shell-shell nanorods that could be as high as 75%. The quantum efficiency was correlated with the aspect ratio of the nanorods and with the thickness of the ZnS shell around the starting CdSe/CdS rods, which varied from 1 to 4 monolayers (as supported by a combination of X-ray diffraction, elemental analysis with inductively coupled plasma atomic emission spectroscopy and high resolution transmission electron microscopy analysis). Pump-probe and time-resolved photoluminescence measurements confirmed the reduction of trapping at CdS surface due to the presence of the ZnS shell, which resulted in more efficient photoluminescence. These double shell nanorods have potential applications as fluorescent biological labels, as we found that they are brighter in cell imaging as compared to the starting CdSe/CdS nanorods and to the CdSe/ZnS quantum dots, therefore a lower amount of material is required to label the cells. Concerning their cytotoxicity, according to the MTT assay, the double shell nanorods were less toxic than the starting core/shell nanorods and than the CdSe/ZnS quantum dots, although the latter still exhibited a lower intracellular toxicity than both nanorod samples.