Modern fluorescence superresolution microscopes are capable of imaging living cells on the nanometer scale. One of those techniques is stimulated emission depletion (STED) which increases the microscope's resolution many times in the lateral and the axial directions. To achieve these high resolutions not only close to the coverslip but also at greater depths, the choice of objective becomes crucial. Oil immersion objectives have frequently been used for STED imaging since their high numerical aperture (NA) leads to high spatial resolutions. But during live-cell imaging, especially at great penetration depths, these objectives have a distinct disadvantage. The refractive index mismatch between the immersion oil and the usually aqueous embedding media of living specimens results in unwanted spherical aberrations. These aberrations distort the point spread functions (PSFs). Notably, during z- and 3D-STED imaging, the resolution increase along the optical axis is majorly hampered if at all possible. To overcome this limitation, we here use a water immersion objective in combination with a spatial light modulator for z-STED measurements of living samples at great depths. This compact design allows for switching between objectives without having to adapt the STED beam path and enables on the fly alterations of the STED PSF to correct for aberrations. Furthermore, we derive the influence of the NA on the axial STED resolution theoretically and experimentally. We show under live-cell imaging conditions that a water immersion objective leads to far superior results than an oil immersion objective at penetration depths of 5-180 μm.