We present the first fine-grained dataset of 1,497 3D VR sketch and 3D shape pairs of a chair category with large shapes diversity. Our dataset supports the recent trend in the sketch community on fine-grained data analysis, and extends it to an actively developing 3D domain. We argue for the most convenient sketching scenario where the sketch consists of sparse lines and does not require any sketching skills, prior training or time-consuming accurate drawing. We then, for the first time, study the scenario of fine-grained 3D VR sketch to 3D shape retrieval, as a novel VR sketching application and a proving ground to drive out generic insights to inform future research. By experimenting with carefully selected combinations of design factors on this new problem, we draw important conclusions to help follow-on work. We hope our dataset will enable other novel applications, especially those that require a fine-grained angle such as fine-grained 3D shape reconstruction. The dataset is available at tinyurl.com/ VRSketch3DV21.