Defects in the formation of microvascular networks, which provide oxygen and nutrients to cells, are the main reason for the engraftment failure of clinically applicable engineered tissues. Inflammatory responses and immunomodulation can promote the vascularization of the engineered tissues. We developed a capillary construct composed of a gelatin methacrylate-based cell-laden hydrogel framework complexed with interleukin-4 (IL-4)-loaded alginate-chitosan (AC) microspheres and endothelial progenitor cells (EPCs) and RAW264.7 macrophages as model cells. The AC microspheres maintained and guided the EPCs through electrostatic adhesion, facilitating the formation of microvascular networks. The IL-4-loaded microspheres promoted the polarization of the macrophages into the M2 type, leading to a reduction in pro-inflammatory factors and enhancement of the vascularization. Hematoxylin and eosin staining and immunohistochemical analysis revealed that, without IL-4 or AC microspheres, the scaffold was less effective in angiogenesis. We provide an alternative and promising approach for constructing vascularized tissues.