Dorsal root ganglion (DRG) neurons are the first neurons of the sensory pathway. They are activated by a variety of sensory stimuli that are then transmitted to the central nervous system. An important feature of DRG neurons is their unique morphology where a single process -the stem axon- bifurcates into a peripheral and a central axonal branch, with different functions and cellular properties. Distinctive structural aspects of the two DRG neuron branches may have important implications for their function in health and disease. However, the link between DRG axonal branch structure, polarity and function has been largely neglected in the field, and relevant information is rather scattered across the literature. In particular, ultrastructural differences between the two axonal branches are likely to account for the higher transport and regenerative ability of the peripheral DRG neuron axon when compared to the central one. Nevertheless, the cell intrinsic factors contributing to this central-peripheral asymmetry are still unknown. Here we critically review the factors that may underlie the functional asymmetry between the peripheral and central DRG axonal branches. Also, we discuss the hypothesis that DRG neurons may assemble a structure resembling the axon initial segment that may be responsible, at least in part, for their polarity and electrophysiological features. Ultimately, we suggest that the clarification of the axonal ultrastructure of DRG neurons using state-of-the-art techniques will be crucial to understand the physiology of this peculiar cell type.