During directional solidification of the solvent in a colloidal suspension, the colloidal particles segregate from the growing solid, forming high-particle-density regions with structure on a hierarchy of length scales ranging from that of the particle-scale packing to the large-scale spacing between these regions. Previous work has concentrated mostly on the medium- to large-length scale structure, as it is the most accessible and thought to be more technologically relevant. However, the packing of the colloids at the particle scale is an important component not only in theoretical descriptions of the segregation process, but also to the utility of freeze-cast materials for new applications. Here we present the results of experiments in which we investigated this structure across a wide range of length scales using a combination of small-angle x-ray scattering and direct optical imaging. As expected, during freezing the particles were concentrated into regions between ice dendrites forming a microscopic pattern of high- and low-particle-density regions. X-ray scattering indicates that the particles in the high-density regions were so closely packed as to be touching. However, the arrangement of the particles does not conform to that predicted by standard interparticle pair potentials, suggesting that the particle packing induced by freezing differs from that formed during equilibrium densification processes.