Recently developed transgenic techniques to explore and exploit the metabolic potential of microalgae present several drawbacks associated with the delivery of exogenous DNA into the cells and its subsequent integration at random sites within the genome. Here, we report a highly efficient multiplex genome-editing method in the diatom Phaeodactylum tricornutum, relying on the biolistic delivery of CRISPR-Cas9 ribonucleoproteins coupled with the identification of two endogenous counter-selectable markers, PtUMPS and PtAPT. First, we demonstrate the functionality of RNP delivery by positively selecting the disruption of each of these genes. Then, we illustrate the potential of the approach for multiplexing by generating double-gene knock-out strains, with 65% to 100% efficiency, using RNPs targeting one of these markers and PtAureo1a, a photoreceptor-encoding gene. Finally, we created triple knock-out strains in one step by delivering six RNP complexes into Phaeodactylum cells. This approach could readily be applied to other hard-to-transfect organisms of biotechnological interest.