Construction of small and continuous capillary networks is a fundamental challenge for the development of threedimensional (3D) tissue engineering. In particular, to construct mature and stable capillary networks, it is important to consider interactions between endothelial cells and pericytes. This study aimed to construct stable capillary networks covered by pericyte-like perivascular cells, which maintain the lumen of small diameter similar to that of capillary structures in vivo. Vascular sprouting, capillary extension, and stabilization were investigated using a 3D angiogenesis model containing human umbilical vein endothelial cells (HUVECs) and mesenchymal stem cells (MSCs) in a microfluidic device. A series of HUVEC:MSC ratios was tested; the ratio was found to be an important factor in the construction of capillary structures. We found that stable capillary networks that were covered by MSC-derived perivascular cells can be constructed at 1:1 HUVEC:MSC ratio. The constructed capillary networks had continuous lumens with <10-mm diameter, which were maintained for at least 21 days. This angiogenic process and basement membrane formation were regulated by HUVEC-MSC interactions.