The characteristic magnetic domains at the surfaces of melt-spun La-Fe-Si ribbons under different thermal processing conditions are explored using room-temperature Lorentz force microscopy and electron holography. In as-quenched ribbons, the magnetic domain structure is found to change from a tree-like morphology on the surface far from the copper wheel during quenching to a vortex-type domain structure on the surface in contact with the wheel. In the initial stages of annealing, domains on both surfaces developed a vortex behavior. Detailed microstructural observations demonstrated nanocrystalline α-(Fe,Si) regions embedded in the majority La(Fe,Si) 13 phase due to a partially completed peritectoid reaction between α-(Fe,Si) and LaFeSi. The room temperature magnetic domains disappeared along with the residual α-(Fe,Si) upon extended heat treatment, yielding a homogeneous La(Fe,Si) 13 material. Magnetometry measurements and analysis reveal the absence of strong coupling between the α-(Fe,Si) and La(Fe,Si) 13 phases, so that the presence of α-(Fe,Si) nanocrystallites with a vortex-type structure does not favor an enhanced magnetocaloric response in the ribbons.