Megakaryocytes reside in the bone marrow, where they ensure the continuous production of circulating platelets in order to prevent bleeding. Unlike other blood cells, megakaryocytes do not fully enter the bloodstream, but instead extend cytoplasmic protrusions through the sinusoidal barrier, which fragment into circulating platelets. How the extracellular matrix (ECM) regulates the balance between being both resident in the bone marrow and in the bloodstream is still unknown in vivo. Here, we address the spatial organisation and functional role of ECM components in the megakaryocyte vascular niche. We reveal that laminin and collagen IV form three-dimensional (3D) cage of ECM connected to the sinusoidal basement membrane that surrounds the individual megakaryocytes. The 3D cages of ECM are controlled by megakaryocytes since megakaryocyte-specific β1/β3 integrin knock-out (Itgb1-/-/Itgb3-/-) is characterised by weakened ECM cages. This is associated with an increased megakaryocyte intravasation and the passage of entire megakaryocytes into the circulation. The inhibition of ECM degradation induces the formation of denser cages, and results in dysplastic megakaryocytes with defective formation of the demarcation membrane system (DMS). Therefore, the 3D ECM cage stabilizes megakaryocytes within their vascular niche to orchestrate their maturation and intravasation capabilities, and underscores the crucial role of a specific ECM microarchitecture in megakaryocyte functions.