The processes leading to dust formation and the subsequent role it plays in driving mass-loss in cool evolved stars is an area of intense study. Here, we present high resolution ALMA Science Verification data of the continuum emission around the highly evolved oxygen-rich red supergiant VY CMa. These data enable us to study the dust in its inner circumstellar environment at a spatial resolution of 129 mas at 321 GHz and 59 mas at 658 GHz, allowing us to trace dust on spatial scales down to 11 R$_{\star}$ (71 AU). Two prominent dust components are detected and resolved. The brightest dust component, C, is located 334 mas (61 R$_{\star}$) south-east of the star and has a dust mass of at least $2.5\times 10^{-4} $M$_{\odot}$. It has an emissivity spectral index of $\beta =-0.1$ at its peak, implying that it is either optically thick at these frequencies with a cool core of $T_{d}\lesssim 100$ K, and/or contains very large dust grains. Interestingly, not a single molecule in the ALMA data has emission close to the peak of this massive dust clump. The other main dust component, VY, is located at the position of the star and contains a total dust mass of $4.0 \times 10^{-5} $M$_{\odot}$. It also contains a weaker dust feature extending over $60 $R$_{\star}$ to the north with the total component having a typical emissivity spectral index of $\beta =0.7$. We find that $>17%$ of the dust mass around VY CMa is located in clumps ejected within a more quiescent roughly spherical stellar wind, with a quiescent dust mass loss rate of $5 \times 10^{-6}$ M$_{\odot} $yr$^{-1}$. The observations suggest a continuous preferentially directed mass-loss from the star over many decades and do not support current models of convective driven only mass loss in red supergiant stars. We thus suggest other forces, i.e., MHD disturbances, are also needed to explain the observations.< Réduire