In this paper, 3D volumetric energy deposition and local crosslinking of hydrogen silsesquioxane (HSQ) are experimentally and numerically explored in focused helium ion beam lithography (HIBL). In particular, a through-membrane exposure method is developed to make visible and subsequently to measure the 3D interaction volume and energy deposition of helium ions in HSQ. By comparing the actual dimensions of the crosslinked HSQ structures with Monte Carlo modeling of the spatial distribution of the energy deposition, the critical energy density for crosslinking HSQ is obtained. Finally, 3D nanofabrication of complex crosslinked HSQ nanostructures such as embedded nanochannels and suspended grids is demonstrated using two different exposure configurations. The proposed method expands the 2D point spread function of HIBL into three dimensions, thus opening a new avenue for nanoscale 3D fabrication.