The difference between arteries and veins is the job that they do.
Arteries carry oxygenated blood away from the heart to the body
Veins carry oxygen-poor blood back from the body to the heart
Capillaries are the smallest blood vessels in the body, connecting the smallest arteries to the smallest veins. The purpose of capillaries is to play the central role in the circulation, delivering oxygen in the blood to the tissues, and picking up carbon dioxide to be eliminated.