To best understand parasite, host, and vector morphologies, host–parasite interactions, and to develop new drug and vaccine targets, structural data should, ideally, be obtained and visualised in three dimensions (3D). Recently, there has been a significant uptake of available 3D volume microscopy techniques that allow collection of data across centimetre (cm) to Angstrom (Å) scales by utilising light, X-ray, electron, and ion sources. Here, we present and discuss microscopy tools available for the collection of 3D structural data, focussing on electron microscopy-based techniques. We highlight their strengths and limitations, such that parasitologists can identify techniques best suited to answer their research questions. Additionally, we review the importance of volume microscopy to the advancement of the field of parasitology.