Amorphous tantala (a-Ta2O5) is an important technological material that has wide ranging applications in electronics, optics and the biomedical industry. It is used as the high refractive index layers in the multi-layer dielectric mirror coatings in the latest generation of gravitational wave interferometers, as well as other precision interferometers. One of the current limitations in sensitivity of gravitational wave detectors is Brownian thermal noise that arises from the tantala mirror coatings. Measurements have shown differences in mechanical loss of the mirror coatings, which is directly related to Brownian thermal noise, in response to thermal annealing. We utilise scanning electron diffraction to perform a modified version of Fluctuation Electron Microscopy (FEM) on Ion Beam Sputtered (IBS) amorphous tantala coatings, definitively showing an increase in the medium range order (MRO), as determined from the variance between the diffraction patterns in the scan, due to thermal annealing at increasing temperatures. Moreover, we employ Virtual Dark-Field Imaging (VDFi) to spatially resolve the FEM signal, enabling investigation of the persistence of the fragments responsible for the medium range order, as well as the extent of the ordering over nm length scales, and show ordered patches larger than 5 nm in the highest temperature annealed sample. These structural changes directly correlate with the observed changes in mechanical loss. (C) 2016 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).