Domain structure variation of Nd2Fe14B single crystal with its thickness is studied. A critical thickness Lo is found, below which the maze domain pattern appears in the basal plane. When L>Lo, a set of dot-like domains appears inside the basal domains, they are the bottom of cone-shaped reversal domain. The width of basal domain and both size and number of the cone-shaped reversal domain increase with increasing sample thickness. The multiple layered reversal domains can even form with further thickness increasing. The formation of coneshaped domain is discussed, the critical thickness value for cone-shaped domain formation is estimated as well. Based on the experimental results, the domain wall energy is also calculated.