In this paper, we have analysed the depth resolution that can be achieved by on-axis transmission Kikuchi diffraction (TKD) using a Zr-Nb alloy. The results indicate that the signals contributing to detectable Kikuchi bands originate from a depth of approximately the mean free path of thermal diffuse scattering (lambdaTDS) from the bottom surface of a thin foil sample. This existing surface sensitivity can thus lead to the observation of different grain structures when opposite sides of a nano-crystalline foil are facing the incident electron beam. These results also provide a guideline for the ideal sample thickness for TKD analysis of 6lambdaTDS, or 21 times the elastic scattering mean free path (lambdaMFP) for samples of high crystal symmetry. For samples of lower symmetry, a smaller thickness 3lambdaTDS, or 10lambdaMFP is suggested.