The brain vasculature maintains brain homeostasis by tightly regulating ionic, molecular, and cellular transport between the blood and the brain parenchyma. These blood–brain barrier (BBB) properties are impediments to brain drug delivery, and brain vascular dysfunction accompanies many neurological disorders. The molecular constituents of brain microvascular endothelial cells (BMECs) and pericytes, which share a basement membrane and comprise the microvessel structure, remain incompletely characterized, particularly in humans. To improve the molecular database of these cell types, we performed RNA sequencing on brain microvessel preparations isolated from snap-frozen human and mouse tissues by laser capture microdissection (LCM). The resulting transcriptome datasets from LCM microvessels were enriched in known brain endothelial and pericyte markers, and global comparison identified previously unknown microvessel-enriched genes. We used these datasets to identify mouse-human species differences in microvessel-associated gene expression that may have relevance to BBB regulation and drug delivery. Further, by comparison of human LCM microvessel data with existing human BMEC transcriptomic datasets, we identified novel putative markers of human brain pericytes. Together, these data improve the molecular definition of BMECs and brain pericytes, and are a resource for rational development of new brain-penetrant therapeutics and for advancing understanding of brain vascular function and dysfunction.