Fully localised three-dimensional solitary waves are steady water waves which are evanescent in every horizontal direction. Existence theories for fully localised three-dimensional solitary waves on water of finite depth have recently been published, and in this paper we establish their existence on deep water. The governing equations are reduced to a perturbation of the two-dimensional nonlinear Schrodinger equation, which admits a family of localised solutions. Two of these solutions are symmetric in both horizontal directions and an application of a suitable variant of the implicit-function theorem shows that they persist under perturbations.