In most eukaryotic organisms, cilia perform a variety of life-sustaining roles related to environmental sensing and motility. Cryo-electron microscopy has provided considerable insight into the morphology and function of ciliary structures, but studies have been limited to less than a dozen of the millions of known eukaryotic species. Ultrastructural information is particularly lacking for unicellular organisms in the opisthokont clade, leaving a sizeable gap in our understanding of cilia evolution between unicellular species and multicellular metazoans (animals). Choanoflagellates are important aquatic heterotrophs, uniquely positioned within the opisthokonts as the metazoans' closest living unicellular relatives. We performed cryo-focused ion beam milling and cryo-electron tomography on cilia from the choanoflagellate species Salpingoeca rosetta. We show that the axonemal dyneins, radial spokes, and central pair complex in S. rosetta more closely resemble metazoan structures than those of unicellular organisms from other suprakingdoms. In addition, we describe unique features of S. rosetta cilia, including microtubule holes, microtubule inner proteins, and the ciliary vane: a fine, net-like extension that has been notoriously difficult to visualize using other methods. Furthermore, we report barb-like structures of unknown function on the extracellular surface of the ciliary membrane. Together, our findings provide new insights into choanoflagellate biology and cilia evolution between unicellular and multicellular opisthokonts.