Engineered tissue constructs require the fabrication of highly perfusable and mature vascular networks for effective repair and regeneration. In tissue engineering, stem cells are widely employed to create mature vascularized tissues in vitro. Pericytes are key to the maturity of these vascular networks, and therefore the ability of stem cells to differentiate into pericyte-like lineages should be understood. To date, there is limited information regarding the ability of stem cells from the different tissue sources to differentiate into pericytes and form microvascular capillaries in vitro. Therefore, here we tested the ability of the stem cells derived from bone marrow (BMSC), dental pulp (DPSC) and dental apical papilla (SCAP) to engineer pericyte-supported vascular capillaries when encapsulated along with human umbilical vein endothelial cells (HUVECs) in gelatin methacrylate (GelMA) hydrogel. Our results show that the pericyte differentiation capacity of BMSC was greater with high expression of α-SMA and NG2 positive cells. DPSC had α-SMA positive cells but showed very few NG2 positive cells. Further, SCAP cells were positive for α-SMA while they completely lacked NG2 positive cells. We found the pericyte differentiation ability of these stem cells to be different, and this significantly affected the vasculogenic ability and quality of the vessel networks. In summary, we conclude that, among stem cells from different craniofacial regions, BMSCs appear more suitable for engineering of mature vascularized networks than DPSCs or SCAPs.