The tiny blood vessels found on the surface of the alveolus are called capillaries. Capillaries are so small that red blood cells can only pass through them one at a time. 

How capillaries work 

• Capillaries are part of a network of arteries and veins that move blood throughout the body.
• The pulmonary artery branches off to deliver blood to the capillaries that surround the alveoli.
• The blood in the capillaries is low in oxygen and high in carbon dioxide.
• Oxygen moves from the air in the alveoli into the blood in the capillaries.
• Carbon dioxide moves from the blood in the capillaries into the air in the alveoli.