A round air jet at a Reynolds number of 19 000 was studied using stereo PIV techniques in an effort to understand the characteristics of all three velocity components in the developing shear layer and to study the evolution of three dimensionality with increasing axial distance. Pulsed laser sheets were aligned to illuminate the centreline plane of the jet. The stereo PIV set-up was suitably calibrated to translate the resulting pixel displacements into axial, radial, and azimuthal velocity components. Details of measurement accuracy are discussed and related to the presence of local velocity gradients. Experimental results show that the RMS of the azimuthal velocity is of the order of 0.1V0 in the shear layer downstream of y/D ∼ 0.5. This is significantly earlier than reported in previous studies. Various feature extraction schemes based on the velocity gradient tensor were developed to identify the presence of the vortex cores and straining braid regions. Individual fields show that both vortex cores and braids are three dimensional. The braids contain streamwise vortex tubes while the cores can possess significant azimuthal velocity. The initial azimuthal perturbations typically were associated with straining regions immediately upstream of the first vortex ring that formed at the downstream location of y/D ∼ 0.5.