We studied both global and local effects of cylindrical confinement on the diffusive behavior of hard sphere (HS) colloids. Using confocal scanning laser microscopy (CSLM) and particle tracking, we measured the mean squared displacement (MSD) of 1 micron sized silica particles in water–glycerol. This combination of fluid and setup allowed us to measure MSDs in a 4-dimensional parameter space, defined by the HS volume fraction (Φ: 0.05–0.39), cylinder radius (R: 2.5–20 micron), distance to the wall (z) and lagtime (τ: 0.03–60 s). MSDs for the entire cylinder confirm earlier findings that both narrowing the cylinder and populating it cause a slower dynamics. Additionally a decrease in R was found to cause a stronger ordering of the fluid. The effect of confinement on dynamics was further examined as a function of (z) location. For the largest cylinder (with minor curvature), we found that the strong decrease in MSD near the wall, becomes much less pronounced for higher Φ. Analyzing the radial (r) and azimuthal (θ) components, we found pronounced differences in the z-dependence that were ‘hidden’ in the total MSD. Near the wall, the r-MSD shows a much steeper z-dependence while at larger z, it shows a remarkable anti-correlation with the (peaked) density n(z). Also the dependence of the r-MSD on lagtime correlates with n(z): diffusive in between layers, but subdiffusive inside layers. These observations bring earlier findings together, while also shedding new light on the diffusive dynamics of concentrated colloids in narrow capillaries.