Dorsal root ganglia (DRG) contains thousands of sensory neurons that transmit information about our external and internal environment to the central nervous system. This includes signals related to proprioception, temperature, and nociception. Our understanding of DRG has increased tremendously over the last 50 years and has established the DRG as an active participant in peripheral processes. This includes interactions between neurons and non-neuronal cells such as satellite glia cells and macrophages that contribute to an increasingly complex cellular environment that modulates neuronal function. Early ultrastructural investigations of the DRG have described subtypes of sensory neurons based on differences in the arrangement of organelles such as the Golgi apparatus and the endoplasmic reticulum. The neuron-satellite cell complex and the composition of the axon hillock in DRG have also been investigated, but, apart from basic descriptions of Schwann cells, ultrastructural investigations of other cell types in DRG are limited. Furthermore, detailed descriptions of key components of DRG, such as blood vessels and the capsule that sits at the intersection of the meninges and the connective tissue covering the peripheral nervous system, are lacking to date. With rising interest in DRG as potential therapeutic targets for aberrant signalling associated with chronic pain conditions, gaining further insights into DRG ultrastructure will be fundamental to understanding cell–cell interactions that modulate DRG function. In this review, we aim to provide a synopsis of the current state of knowledge on the ultrastructure of the DRG and its components, as well as to identify areas of interest for future studies.