FMRI at ultra-high field strengths of 9.4 T allows functional imaging with submillimeter spatial resolutions. CBV sensitive VASO-fMRI has been suggested to be weighted towards locally specific microvasculature changes close to neural activity changes. Hence, we sought to combine the high physiological specificity of CBV-fMRI with the high signal-to-noise ratio of 9.4 T imaging. In our experiments, we could identify and discuss numerous technical challenges of CBV-fMRI at 9.4 T regarding constraints of RF fields and VASO contrast generation. With the application of advanced imaging methods, we show promising functional results with clearly visible cortical depth-dependent activity patterns.