Brain‐derived neurotrophic factor (BDNF) exerts its trophic effects by acting on the high‐affinity specific receptor trkB. BDNF also modulates synaptic transmission in several areas of the CNS, including the spinal cord dorsal horn, where it acts as a pain modulator by yet incompletely understood mechanisms. Spinal neurons are the main source of trkB in lamina II (substantia gelatinosa). Expression of this receptor in dorsal root ganglion (DRG) cells has been a matter of debate, whereas a subpopulation of DRG neurons bears trkA receptors and contains BDNF. By the use of two different trkB antibodies we observed that 7.7% and 10.8% of DRG neurons co‐expressed BDNF + trkB but not trkA, respectively, in rat and mouse. Ultrastructurally, full‐length trkB (fl‐trkB) receptors were present at somato‐dendritic membranes of lamina II neurons (rat: 66.8%; mouse: 73.8%) and at axon terminals (rat: 33.2%; mouse: 26.2%). In both species, about 90% of these terminals were identified as primary afferent fibres (PAFs) considering their morphology and/or neuropeptide content. All fl‐trkB‐immunopositive C boutons in type Ib glomeruli were immunoreactive for BDNF and, at individual glomeruli and axo‐dendritic synapses, fl‐trkB receptors were located in a mutually exclusive fashion at pre‐ or postsynaptic membranes. Thus, only a small fraction of fl‐trkB‐immunoreactive dendrites were postsynaptic to BDNF‐immunopositive PAFs. This is the first ultrastructural description of fl‐trkB localization at synapses between first‐ and second‐order sensory neurons in lamina II, and suggests that BDNF may be released by fl‐trkB‐immunopositive PAFs to modulate nociceptive input in this lamina of dorsal horn.