1 Capillaries are the smallest blood vessels. 2  They connect to the arteries and the veins. 3  Capillaries are extremely small tubes that average 6 to 8 micron in size; they are too small to see without a microscope.xygen rich blood is pumped out of the left ventricle of the heart into the aorta, which is the largest artery in the body. The oxygen rich blood travels through the aorta into smaller arteries. The capillaries sit between the arteries and the veins, connecting the two together and acting as an exchange stop.