We experimentally realize cavity cooling of all three translational degrees of motion of a levitated nanoparticle in vacuum. The particle is trapped by a cavity-independent optical tweezer and coherently scatters tweezer light into the blue detuned cavity mode. For vacuum pressures around $10^{-5},{rm mbar}$, minimal temperatures along the cavity axis in the mK regime are observed. Simultaneously, the center-of-mass (COM) motion along the other two spatial directions is cooled to minimal temperatures of a few hundred $rm mK$. Measuring temperatures and damping rates as the pressure is varied, we find that the cooling efficiencies depend on the particle position within the intracavity standing wave. This data and the behaviour of the COM temperatures as functions of cavity detuning and tweezer power are consistent with a theoretical analysis of the experiment. Experimental limits and opportunities of our approach are outlined.