This paper focuses on the coverage probability and ergodic capacity for millimeter wave (mmWave) user-centric dense networks, where multiple access points (APs) consist of a virtual cell for each user equipment and transmit data with mmWave antennas cooperatively. All APs are distributed according to a homogeneous Poisson point process. Different from the low-frequency band (below 3 GHz), blockages have a non-negligible effect on mmWave band. To illustrate the effect, we utilize a line-of-sight probability function, which is dependent on the link-length. Then, via stochastic geometry, the expressions for coverage probability and ergodic capacity are derived, which accounts for: blockages, different smallscale fading distributions (Nakagami, Rayleigh, and no fading), and AP cooperation. In addition, we deduce the approximate expressions for coverage probability and ergodic capacity by using the noise-limited approximation. The numerical results validate our analytical expressions and show that the AP cooperation can provide high coverage performance and distinct capacity gain in a lower-AP-density region. INDEX TERMS User-centric dense networks, millimeter wave, Poisson point process, ergodic capacity, coverage probability.