Automatic segmentation of blood vessels in fundus images is important to assist ophthalmologists in diagnosis. However, automatic segmentation for Optical Coherence Tomography Angiography (OCTA) blood vessels has not been fully investigated due to various difficulties, such as vessel complexity. In addition, there are only a few publicly available OCTA image data sets for training and validating segmentation algorithms. To address these issues, we constructed a wild‐field retinal OCTA segmentation data set, the Retinal Vessels Images in OCTA (REVIO) dataset. Second, we propose a new retinal vessel segmentation network based on spatial and frequency domain networks (SFNet). The proposed model are tested on three benchmark data sets including REVIO, ROSE and OCTA‐500. The experimental results show superior performance on segmentation tasks compared to the representative methods.