Transmission Kikuchi diffraction is an emerging technique aimed at producing orientation maps of the structure of materials with a nanometric lateral resolution. This study investigates experimentally the depth resolution of the on-axis configuration, via a twinned silicon bi-crystal sample specifically designed and fabricated. The measured depth resolution varies from 30 to 65 nm in the range 10–30 keV, with a close to linear dependence with incident energy and no dependence with the total sample thickness. The depth resolution is explained in terms of two mechanisms acting concomitantly: generation of Kikuchi diffraction all along the thickness of the sample, associated with continuous absorption on the way out. A model based on the electron mean free path is used to account for the dependence with incident energy of the depth resolution. In addition, based on the results in silicon, the use of the mean absorption coefficient is proposed to predict the depth resolution for any atomic number and incident energy.