Lipid messengers exert their function on short time scales at distinct subcellular locations, yet most experimental approaches for perturbing their levels trigger cell-wide concentration changes. Herein, we report on a coumarin-based photocaging group that can be modified with organelle-targeting moieties by click chemistry and thus enables photorelease of lipid messengers in distinct organelles. We show that caged arachidonic acid and sphingosine derivatives can be selectively delivered to mitochondria, the ER, lysosomes, and the plasma membrane. By comparing the cellular calcium transients induced by localized uncaging of arachidonic acid and sphingosine, we show that the precise intracellular localization of the released second messenger is crucial for the signaling outcome. Ultimately, we anticipate that this new class of caged compounds will greatly facilitate the study of cellular processes on the organelle level.