Angiogenesis, which refers to the formation of new blood vessels from already existing vessels, is a promising therapeutic target and a complex multistep process involving many different factors. Pericytes (PCs) are attracting attention as they are considered to make significant contributions to the maturation and stabilisation of newly formed vessels, although not much is known about the precise mechanisms involved. Since there is no single specific marker for pericytes, in vivo models may complicate PC identification and the study of PCs in angiogenesis would benefit from in vitro models recapitulating the interactions between PCs and endothelial cells (ECs) in a three-dimensional (3D) configuration. In this study, a 3D in vitro co-culture microvessel model incorporating ECs and PCs was constructed by bottom-up tissue engineering. Angiogenesis was induced in the manner of sprout formation by the addition of a vascular endothelial cell growth factor. It was found that the incorporation of PCs prevented expansion of the parent vessel diameter and enhanced sprout formation and elongation. Physical interactions between ECs and PCs were visualised by immunostaining and it disclosed that PCs covered the EC monolayer from its basal side in the parent vessel as well as angiogenic sprouts. Furthermore, the microvessels were visualized in 3D by using a non-invasive optical coherence tomography (OCT) imaging system and sprout features were quantitatively assessed. It revealed that the sprouts in EC-PC co-culture vessels were longer and tighter than those in EC mono-culture vessels. The combination of the microvessel model and the OCT system analysis can be useful for the visualisation and demonstration of the multistep process of angiogenesis, which incorporates PCs.