The retina has a complex structure with a diverse collection of component cells that work together to facilitate vision. The retinal capillaries supplying the nutritional requirements to the inner retina have an intricate system of neural, glial and vascular elements that interconnect to form the neurovascular unit (NVU). The retina has no autonomic nervous system and so relies on the NVU as an interdependent, physical and functional unit to alter blood flow appropriately to changes in the physiological environment. The importance of this is demonstrated by alterations in NVU function being apparent in the blinding disease diabetic retinopathy and other diseases of the retina. It is, therefore, imperative to understand the anatomy of the components of the NVU that underlie its functioning and in particular the nanoscale arrangements of its heterocellular components. However, information on this in three spatial dimensions is limited. In the present study, we utilised the technique of serial block-face scanning electron microscopy (SBF-SEM), and computational image reconstruction, to enable the first three-dimensional ultrastructural analysis of the NVU in mouse retinal capillaries. Mouse isolated retina was prepared for SBF-SEM and up to 150 serial scanning electron microscopy images (covering z-axes distances of 12-8 mm) of individual capillaries in the superficial plexus and NVU cellular components digitally aligned. Examination of the data in the x-, y- and z-planes was performed with the use of semi-automated computational image analysis tools including segmentation, 3D image reconstruction and quantitation of cell proximities. A prominent feature of the capillary arrangements in 3D was the extensive sheath-like coverage by singular pericytes. They appeared in close register to the basement membrane with which they interwove in a complex mesh-like appearance. Breaks in the basement membrane appeared to facilitate pericyte interactions with other NVU cell types. There were frequent, close (<10 nm) pericyte-endothelial interactions with direct contact points and peg-and-socket-like morphology. Macroglia typically intervened between neurons and capillary structures; however, regions were identified where neurons came into closer contact with the basement membrane. A software-generated analysis to assess the morphology of the different cellular components of the NVU, including quantifications of convexity, sphericity and cell-to-cell closeness, has enabled preliminary semi-quantitative characterisation of cell arrangements with neighbouring structures. This study presents new data on the nanoscale spatial characteristics of components of the murine retinal NVU in 3D that has implications for our understanding of structural integrity (e.g. pericyte-endothelial cell anchoring) and function (e.g. possible paracrine communication between macroglia and pericytes). It also serves as a platform to inform future studies examining changes in NVU characteristics with different biological and disease circumstances. All raw and processed image data have been deposited for public viewing.