Blood vessel segmentation in fundus images is a critical procedure in the diagnosis of ophthalmic diseases. Recent deep learning methods achieve high accuracy in vessel segmentation but still face the challenge to segment the microvascular and detect the vessel boundary. This is due to the fact that common Convolutional Neural Networks (CNN) are unable to preserve rich spatial information and a large receptive field simultaneously. Besides, CNN models for vessel segmentation usually are trained by equal pixel level cross-entropy loss, which tend to miss fine vessel structures. In this paper, we propose a novel Context Spatial U-Net (CSU-Net) for blood vessel segmentation. Compared with the other U-Net based models, we design a two-channel encoder: a context channel with multi-scale convolution to capture more receptive field and a spatial channel with large kernel to retain spatial information. Also, to combine and strengthen the features extracted from two paths, we introduce a feature fusion module (FFM) and an attention skip module (ASM). Furthermore, we propose a structure loss, which adds a spatial weight to cross-entropy loss and guide the network to focus more on the thin vessels and boundaries. We evaluated this model on three public datasets: DRIVE, CHASE-DB1 and STARE. The results show that the CSU-Net achieves higher segmentation accuracy than the current state-of-the-art methods.