The microvasculature heterogeneity is a complex subject in vascular biology. The difficulty of building a dynamic and interactive view among the microenvironments, the cellular and molecular heterogeneities, and the basic aspects of the vessel formation processes make the available knowledge largely fragmented. The neovascularisation processes, termed vasculogenesis, angiogenesis, arteriogenesis, and lymphangiogenesis, are important to the formation and proper functioning of organs and tissues both in the embryo and the postnatal period. These processes are intrinsically related to microvascular cells, such as endothelial and mural cells. These cells are able to adjust their activities in response to the metabolic and physiological requirements of the tissues, by displaying a broad plasticity that results in a significant cellular and molecular heterogeneity. In this review, we intend to approach the microvasculature heterogeneity in an integrated view considering the diversity of neovascularisation processes and the cellular and molecular heterogeneity that contribute to microcirculatory homeostasis. For that, we will cover their interactions in the different blood-organ barriers and discuss how they cooperate in an integrated regulatory network that is controlled by specific molecular signatures.