The effectiveness of cell transplantation can be improved by optimization of the transplantation site. For some types of cells that form highly oxygen-demanding tissue, e.g., pancreatic islets, a successful engraftment depends on immediate and sufficient blood supply. This critical point can be avoided when cells are transplanted into a bioengineered pre-vascularized cavity which can be formed using a polymer scaffold. In our study, we tested surface-modified poly(lactide-co-caprolactone) (PLCL) capsular scaffolds containing the pro-angiogenic factor VEGF. After each modification step (i.e., amination and heparinization), the surface properties and morphology of scaffolds were characterized by ATR-FTIR and XPS spectroscopy, and by SEM and AFM. All modifications preserved the gross capsule morphology and maintained the open pore structure. Optimized aminolysis conditions decreased the Mw of PLCL only up to 10% while generating a sufficient number of NH2 groups required for the covalent immobilization of heparin. The heparin layer served as a VEGF reservoir with an in vitro VEGF release for at least four weeks. In vivo studies revealed that to obtain highly vascularized PLCL capsules (a) the optimal VEGF dose for the capsule was 50 μg and (b) the implantation time was four weeks when implanted into the greater omentum of Lewis rats; dense fibrous tissue accompanied by vessels completely infiltrated the scaffold and created sparse granulation tissue within the internal cavity of the capsule. The prepared pre-vascularized pouch enabled the islet graft survival and functioning for at least 50 days after islet transplantation. The proposed construct can be used to create a reliable pre-vascularized pouch for cell transplantation.