There is renewed interest in cathodoluminescence (CL) in the transmission electron microscope, since it can be combined with low energy loss spectroscopy measurements and can also be used to probe defects, such as grain boundaries and dislocations, at high spatial resolution. Transition radiation (TR), which is emitted when the incident electron crosses the vacuum-specimen interface, is however an important artefact that has received very little attention. The importance of TR is demonstrated on a wedge shaped CdTe specimen of varying thickness. For small specimen thicknesses (<250nm) grain boundaries are not visible in the panchromatic CL image. Grain boundary contrast is produced by electron-hole recombination within the foil, and a large fraction of that light is lost to multiple-beam interference, so that thicker specimens are required before the grain boundary signal is above the TR background. This is undesirable for high spatial resolution. Furthermore, the CL spectrum contains additional features due to TR which are not part of the 'bulk' specimen. Strategies to minimise the effects of TR are also discussed.