Leukocyte recruitment is a hallmark of the inflammatory response. Migrating leukocytes breach the endothelium along with the vascular basement membrane and associated pericytes. While much is known about leukocyte-endothelial cell interactions, the mechanisms and role of pericytes in extravasation are poorly understood and the classical paradigm of leukocyte recruitment in the microvasculature seldom adequately discusses the involvement of pericytes. Emerging evidence shows that pericytes are essential players in the regulation of leukocyte extravasation in addition to their functions in blood vessel formation and blood-brain barrier maintenance. Junctions between venular endothelial cells are closely aligned with extracellular matrix protein low expression regions (LERs) in the basement membrane, which in turn are aligned with gaps between pericytes. This forms preferential paths for leukocyte extravasation. Breaching of the layer formed by pericytes and the basement membrane entails remodelling of LERs, leukocyte-pericyte adhesion, crawling of leukocytes on pericyte processes, and enlargement of gaps between pericytes to form channels for migrating leukocytes. Furthermore, inflamed arteriolar and capillary pericytes induce chemotactic migration of leukocytes that exit postcapillary venules, and through direct pericyte-leukocyte contact, they induce efficient interstitial migration to enhance the immunosurveillance capacity of leukocytes. Given their role as regulators of leukocyte extravasation, proper pericyte function is imperative in inflammatory disease contexts such as diabetic retinopathy and sepsis. This review summarizes research on the molecular mechanisms by which pericytes mediate leukocyte diapedesis in inflamed tissues.