The hearts of smaller mammals tend to operate at higher mass-specific mechanical work rates than those of larger mammals. The ultrastructural characteristics of the heart that allow for such variation in work rate still is largely unknown. We have used perfusion-fixation, transmission electron microscopy and stereology to assess the morphology and anatomical aerobic power density of the heart as a function of body mass across six species of wild African antelope differing by approximately 20-fold in body mass. The survival of wild antelope, as prey animals, depends on competent cardiovascular performance. We found that relative heart mass (g kg-1 body mass) decreases with body mass according to a power equation with an exponent of –0.12 ± 0.07 (± 95% CI) (P = 0.0027). Likewise, capillary length density (km cm-3 of cardiomyocyte), mitochondrial volume density (fraction of cardiomyocyte), and mitochondrial inner membrane surface density (m2 cm-3 of mitochondria) also decrease with body mass with exponents of –0.17 ± 0.16 (P = 0.039), –0.06 ± 0.05 (P = 0.018), and –0.07 ± 0.05 (P = 0.015), respectively, trends likely to be associated with the greater mass-specific mechanical work rates of the hearts in smaller antelope. Finally, we found proportionality between quantitative characteristics of a structure responsible for the delivery of oxygen (total capillary length) and those of a structure that ultimately uses that oxygen (total mitochondrial inner membrane surface area), which provides support for the economic principle of symmorphosis at the cellular level of the oxygen cascade in an aerobic organ.