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We present a detailed experimental investigation, which uncovers the nature of light bullets generated from self-focusing in a bulk dielectric medium with Kerr nonlinearity in the anomalous group velocity dispersion regime. By high dynamic range measurements of three-dimensional intensity profiles, we demonstrate that the light bullets consist of a sharply localized high-intensity core, which carries the self-compressed pulse and contains approximately 25% of the total energy, and a ring-shaped spatiotemporal periphery. Sub-diffractive propagation along with dispersive broadening of the light bullets in free space after they exit the nonlinear medium indicate a strong space-time coupling within the bullet. This finding is confirmed by measurements of spatiotemporal energy density flux that exhibits the same features as stationary, polychromatic Bessel beam, thus highlighting the physical nature of the light bullets.